AMAT: $337.27 ▼ -13.80 (-3.93%)CAT: $700.69 ▼ -6.90 (-0.98%)JNJ: $242.04 ▼ -0.95 (-0.39%)LRCX: $209.49 ▼ -9.38 (-4.29%)MRK: $115.91 ▼ -0.30 (-0.26%)MU: $405.35 ▼ -13.34 (-3.19%)XOM: $153.53 ▲ 1.95 (1.29%)CRM: $199.28 ▲ 5.15 (2.65%)IBM: $247.68 ▼ -1.19 (-0.48%)MSFT: $401.86 ▼ -3.02 (-0.75%)NFLX: $94.31 ▼ -0.57 (-0.60%)ORCL: $159.13 ▼ -3.99 (-2.45%)PLTR: $153.50 ▲ 1.90 (1.25%)AAL.L: $3,253.00 ▼ -50.00 (-1.51%)ASM.AS: $707.80 ▼ -14.40 (-1.99%)ASML.AS: $1,180.40 ▼ -18.40 (-1.53%)AZN.L: $14,364.00 ▼ -120.00 (-0.83%)BAYN.DE: $39.13 ▼ -0.89 (-2.21%)ENGI.PA: $27.36 ▲ 0.41 (1.52%)ENR.DE: $152.65 ▼ -1.95 (-1.26%)GLEN.L: $531.20 ▲ 7.80 (1.49%)HSBA.L: $1,195.80 ▼ -77.00 (-6.05%)NOVN.SW: $120.84 ▼ -0.40 (-0.33%)RIO.L: $6,845.00 ▲ 54.00 (0.80%)ROG.SW: $318.20 ▼ -11.80 (-3.58%)RR.L: $1,283.50 ▼ -17.00 (-1.31%)RWE.DE: $55.60 ▲ 2.06 (3.85%)SU.PA: $254.75 ▼ -1.35 (-0.53%)TTE.PA: $70.40 ▲ 0.40 (0.57%)ULVR.L: $4,827.50 ▼ -18.50 (-0.38%)NEM: $114.48 ▼ -1.73 (-1.49%)XAUUSD: $5,086.12 ▲ 6.86 (0.14%)WDC: $261.18 ▼ -7.63 (-2.84%)CVX: $196.97 ▲ 5.18 (2.70%)INTC: $45.25 ▼ -2.73 (-5.69%)LLY: $977.25 ▼ -22.59 (-2.26%)WMT: $125.33 ▲ 1.84 (1.49%)ABBN.SW: $67.72 ▲ 0.06 (0.09%)ALV.DE: $350.50 ▼ -1.40 (-0.40%)BNP.PA: $85.80 ▼ -3.64 (-4.07%)ENEL.MI: $9.49 ▲ 0.03 (0.32%)GSK.L: $2,031.00 ▼ -35.00 (-1.69%)NESN.SW: $80.02 ▲ 0.49 (0.62%)NG.L: $1,368.00 ▲ 33.50 (2.51%)SHELL.AS: $38.54 ▲ 0.98 (2.60%)SIE.DE: $224.70 ▼ -3.50 (-1.53%)AMGN: $367.79 ▼ -9.85 (-2.61%)COP: $120.26 ▲ 3.23 (2.76%)PEP: $158.86 ▼ -1.29 (-0.81%)VZ: $50.63 ▼ -0.05 (-0.10%)ABI.BR: $62.62 ▼ -0.06 (-0.10%)TTE: $81.42 ▲ 0.11 (0.14%)COST: $1,003.32 ▲ 11.09 (1.12%)LIN: $490.41 ▲ 8.86 (1.84%)BA.L: $2,298.00 ▲ 70.00 (3.14%)DTE.DE: $32.80 ▲ 0.11 (0.34%)AAPL: $255.76 ▼ -5.05 (-1.94%)NVDA: $183.14 ▼ -2.86 (-1.54%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World WizeFive Composite + Hedge Global Systematic Fund
Start Balance 10,000.00 10,000.00 10,000.00 10,000.00 10,000.00
End Balance 1,633,135.59 8,970.93 9,143.73 2,321,434.75 219,728.13
Annualized Return (CAGR) 22.44% 0% 0% 24.17% 13.06%
Standard Deviation 5.83% 5.15% 4.28% 6.54% 4.14%
Best Period 26.65% 0% 0% 34.25% 33.19%
Worst Period -13.21% -10.29% -8.56% -16.77% -14.98%
Maximum Drawdown 24.66% 10.29% 8.56% 35% 27.88%
Sharpe Ratio 0.32 -1 -1 0.31 0.27
Sortino Ratio 0.58 0 0 0.56 0.44

Évolution de la valeur du portefeuille Wizefive Composite

Trailing Returns

Universe Total Return Annualized Return
3 Month YTD 1 Year 3 Year 5 Year 10 Year
WizeFive Composite 16856.63% 16856.63% 16856.63% 17.76% 17.43% 30.35%
S&P 500 -10.29% -10.29% -10.29% 17.76% 17.43% 30.35%
MSCI World -8.56% -8.56% -8.56% 17.76% 17.43% 30.35%
WizeFive Composite + Hedge 24066.23% 24066.23% 24066.23% 17.76% 17.43% 30.35%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 17.76% 17.43% 30.35%

Risk and Return Metrics

Metric Wizefive Composite SP500 MSCI
Arithmetic Mean (monthly) 1.85% -5.15% -4.28%
Arithmetic Mean (annualized) -99.98% -100.05% -100.04%
Geometric Mean (monthly) 1.69% -5.28% -4.38%
Geometric Mean (annualized) -99.98% -100.05% -100.04%
Standard Deviation (monthly) 5.83% 5.15% 4.28%
Standard Deviation (annualized) 20.18% 17.82% 14.83%
Downside Deviation (monthly) 3.18% 0% 0%
Maximum Drawdown 24.66% 10.29% 8.56%
Benchmark Correlation 3.18 0 0
Beta(*) 0 1 0.83
Sharpe Ratio 0.32 -1 -1
Sortino Ratio 0.58 0 0
Safe Withdrawal Rate 0.07% -31.71% -26.26%
Perpetual Withdrawal Rate 0.07% -31.71% -26.26%
Positive Periods 192 0 0
Gain/Loss Ratio 1.44 0 0

Drawdowns for Wizefive Composite

Rank Start End Length Recovery By Recovery Time Underwater Period Drawdown
12000-10-312003-01-318222003-10-31273109524.66%
22007-12-312009-06-305472009-12-3118473118.95%
32004-01-302004-08-312142005-07-2933254617.14%
42011-01-312011-07-291792013-01-3155273115.59%
52006-01-312006-05-311202006-11-3018330315.51%
62009-12-312010-01-29292010-04-309112013.21%
72021-11-302022-01-31622023-03-3142448612.55%
82018-09-282018-10-31332019-12-3142645912.44%
92020-08-312020-10-30602020-12-316212212.26%
102010-11-302010-12-31312011-01-31316211%

Rolling Returns

Period WizeFive Composite S&P 500 MSCI World WizeFive Composite + Hedge Global Systematic Fund
Average High Low Average High Low Average High Low Average High Low Average High Low
1 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
3 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
5 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
7 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
10 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
15 years 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%

Historical Market Stress Periods

Stress Period Start End Wizefive MSCI SP500
Russian Debt Default Jul 1998 Oct 1998 -3.69% 0% 0%
Dotcom Crash Mar 2000 Oct 2002 -3.69% 0% 0%
Subprime Crisis Nov 2007 Mar 2009 -3.69% 0% 0%
COVID-19 Start Jan 2020 Mar 2020 -3.69% 0% 0%

Drawdowns for Historical Market Stress Periods

Stress Period Start End Wizefive Drawdown MSCI Drawdown SP500 Drawdown
Russian Debt Default Jul 1998 Oct 1998 0% 0% 0%
Dotcom Crash Mar 2000 Oct 2002 24% 0% 0%
Subprime Crisis Nov 2007 Mar 2009 15.5% 0% 0%
COVID-19 Start Jan 2020 Mar 2020 14.17% 0% 0%