LRCX: $235.53 ▲ 4.24 (1.83%)MU: $411.66 ▼ -2.31 (-0.56%)AMAT: $354.91 ▲ 26.52 (8.08%)CAT: $774.20 ▲ 15.91 (2.10%)GOOG: $306.02 ▼ -3.35 (-1.08%)ABT: $112.68 ▲ 1.21 (1.09%)CRM: $189.72 ▲ 4.29 (2.31%)MSFT: $401.32 ▼ -0.52 (-0.13%)NFLX: $76.87 ▲ 1.01 (1.33%)ORCL: $160.14 ▲ 3.66 (2.34%)AAL.L: $3,578.00 ▼ -8.00 (-0.22%)ASML.AS: $1,195.00 ▲ 4.60 (0.39%)BAYN.DE: $45.94 ▼ -0.05 (-0.10%)BBVA.MC: $19.51 ▲ 0.40 (2.07%)ENR.DE: $163.40 ▲ 1.30 (0.80%)GLE.PA: $68.64 ▲ 1.94 (2.91%)GLEN.L: $492.90 ▼ -1.60 (-0.32%)RIO.L: $7,111.00 ▼ -76.00 (-1.06%)ROG.SW: $361.40 ▲ 1.40 (0.39%)RWE.DE: $50.50 ▲ 0.55 (1.10%)XAUUSD: $4,954.06 ▼ -37.95 (-0.76%)AMD: $207.32 ▲ 1.38 (0.67%)JNJ: $243.45 ▼ -1.10 (-0.45%)MRK: $121.41 ▲ 2.17 (1.82%)RTX: $200.06 ▼ -1.08 (-0.54%)XOM: $148.38 ▼ -1.55 (-1.03%)ABBN.SW: $70.62 ▲ 0.64 (0.91%)BARC.L: $461.05 ▲ 7.05 (1.55%)BNP.PA: $90.84 ▲ 1.44 (1.61%)GSK.L: $2,184.00 ▲ 19.00 (0.88%)HSBA.L: $1,251.20 ▲ 12.60 (1.02%)INGA.AS: $24.20 ▲ 0.38 (1.60%)LLOY.L: $101.40 ▲ 1.00 (1.00%)NOVN.SW: $126.46 ▲ 1.32 (1.05%)UBSG.SW: $32.40 ▲ 0.30 (0.93%)UCG.MI: $71.72 ▲ 0.39 (0.55%)INTC: $46.79 ▲ 0.31 (0.67%)CVX: $183.71 ▲ 1.31 (0.72%)LLY: $1,040.00 ▲ 1.73 (0.17%)TXN: $226.16 ▲ 3.16 (1.42%)SAN.MC: $10.29 ▲ 0.25 (2.53%)TTE: $76.79 ▲ 0.67 (0.88%)WDC: $281.58 ▼ -2.52 (-0.89%)AAPL: $255.78 ▼ -5.95 (-2.27%)AMZN: $198.79 ▼ -0.81 (-0.41%)AVGO: $325.17 ▼ -6.00 (-1.81%)NVDA: $182.78 ▼ -4.16 (-2.23%)NEM: $125.80 ▲ 7.68 (6.50%)PM: $187.51 ▼ -1.44 (-0.76%)WMT: $133.89 ▲ 0.25 (0.19%)AZN.L: $15,160.00 ▲ 42.00 (0.28%)DTE.DE: $32.97 ▲ 0.74 (2.30%)NG.L: $1,373.00 ▲ 7.00 (0.51%)SU.PA: $257.00 ▼ -5.90 (-2.24%)TTE.PA: $64.16 ▼ -0.22 (-0.34%)ULVR.L: $5,420.00 ▼ -12.00 (-0.22%)

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% 19.86% 18.41% 30.55%
S&P 500 -10.29% -10.29% -10.29% 19.86% 18.41% 30.55%
MSCI World -8.56% -8.56% -8.56% 19.86% 18.41% 30.55%
WizeFive Composite + Hedge 24066.23% 24066.23% 24066.23% 19.86% 18.41% 30.55%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 19.86% 18.41% 30.55%

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%