AMAT: $342.57 ▲ 3.63 (1.07%)CAT: $714.92 ▲ 10.10 (1.43%)JNJ: $242.36 ▼ -0.23 (-0.09%)LRCX: $214.24 ▲ 3.09 (1.46%)MRK: $117.41 ▲ 0.29 (0.24%)MU: $405.90 ▲ 16.58 (4.26%)XOM: $149.27 ▼ -1.17 (-0.78%)CRM: $192.50 ▼ -6.29 (-3.16%)IBM: $248.91 ▼ -4.42 (-1.74%)MSFT: $406.15 ▼ -3.26 (-0.80%)NFLX: $97.80 ▼ -0.52 (-0.53%)ORCL: $150.43 ▼ -1.13 (-0.75%)PLTR: $154.26 ▼ -2.17 (-1.39%)AAL.L: $3,315.00 ▲ 188.00 (6.01%)ASM.AS: $700.80 ▲ 24.80 (3.67%)ASML.AS: $1,183.80 ▲ 36.20 (3.15%)AZN.L: $14,642.00 ▲ 200.00 (1.38%)BAYN.DE: $39.37 ▲ 1.78 (4.72%)ENGI.PA: $27.08 ▲ 0.79 (3.00%)ENR.DE: $157.00 ▲ 8.25 (5.55%)GLEN.L: $522.00 ▲ 15.20 (3.00%)HSBA.L: $1,281.40 ▲ 30.40 (2.43%)NOVN.SW: $121.66 ▼ -3.64 (-2.91%)RIO.L: $6,769.00 ▲ 134.00 (2.02%)ROG.SW: $336.90 ▲ 4.50 (1.35%)RR.L: $1,306.00 ▲ 67.50 (5.45%)RWE.DE: $54.78 ▲ 1.48 (2.78%)SU.PA: $254.90 ▲ 9.75 (3.98%)TTE.PA: $68.38 ▼ -0.51 (-0.74%)ULVR.L: $4,879.00 ▼ -24.50 (-0.50%)NEM: $118.09 ▲ 1.13 (0.97%)XAUUSD: $5,202.68 ▲ 64.77 (1.26%)WDC: $275.79 ▲ 13.73 (5.24%)CVX: $187.37 ▼ -2.06 (-1.09%)INTC: $47.11 ▲ 1.53 (3.36%)LLY: $1,000.87 ▼ -7.54 (-0.75%)WMT: $125.15 ▲ 0.81 (0.65%)ABBN.SW: $67.68 ▲ 2.40 (3.68%)ALV.DE: $353.50 ▲ 9.30 (2.70%)BNP.PA: $88.30 ▲ 2.97 (3.48%)ENEL.MI: $9.60 ▲ 0.21 (2.24%)GSK.L: $2,065.00 ▲ 19.00 (0.93%)NESN.SW: $78.75 ▼ -1.30 (-1.62%)NG.L: $1,343.00 ▲ 10.50 (0.79%)SHELL.AS: $36.68 ▼ -0.39 (-1.04%)SIE.DE: $231.20 ▲ 10.10 (4.57%)AMGN: $374.48 ▼ -2.49 (-0.66%)COP: $115.21 ▼ -1.82 (-1.56%)PEP: $160.46 ▼ -1.07 (-0.66%)VZ: $50.34 ▼ -0.11 (-0.22%)ABI.BR: $62.54 ▼ -0.04 (-0.06%)TTE: $79.92 ▼ -0.37 (-0.46%)COST: $1,001.41 ▼ -3.89 (-0.39%)LIN: $477.72 ▼ -5.90 (-1.22%)BA.L: $2,233.00 ▼ -26.00 (-1.15%)DTE.DE: $32.43 ▼ -0.07 (-0.22%)AAPL: $258.55 ▼ -1.33 (-0.51%)NVDA: $183.34 ▲ 0.69 (0.38%)

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%