AMAT: $337.50 ▼ -13.57 (-3.87%)CAT: $683.35 ▼ -24.24 (-3.43%)JNJ: $241.80 ▼ -1.19 (-0.49%)LRCX: $210.62 ▼ -8.26 (-3.77%)MRK: $114.63 ▼ -1.58 (-1.36%)MU: $402.40 ▼ -16.29 (-3.89%)XOM: $153.31 ▲ 1.73 (1.14%)CRM: $200.93 ▲ 6.80 (3.50%)IBM: $247.78 ▼ -1.09 (-0.44%)MSFT: $403.43 ▼ -1.46 (-0.36%)NFLX: $94.64 ▼ -0.24 (-0.26%)ORCL: $163.06 ▼ -0.07 (-0.04%)PLTR: $153.53 ▲ 1.93 (1.27%)AAL.L: $3,240.00 ▼ -63.00 (-1.91%)ASM.AS: $704.40 ▼ -17.80 (-2.46%)ASML.AS: $1,172.60 ▼ -26.20 (-2.19%)AZN.L: $14,458.00 ▼ -26.00 (-0.18%)BAYN.DE: $39.03 ▼ -0.99 (-2.47%)ENGI.PA: $27.11 ▲ 0.16 (0.59%)ENR.DE: $151.15 ▼ -3.45 (-2.23%)GLEN.L: $529.70 ▲ 6.30 (1.20%)HSBA.L: $1,193.40 ▼ -79.40 (-6.24%)NOVN.SW: $121.16 ▼ -0.08 (-0.07%)RIO.L: $6,848.00 ▲ 57.00 (0.84%)ROG.SW: $320.30 ▼ -9.70 (-2.94%)RR.L: $1,309.00 ▲ 8.50 (0.65%)RWE.DE: $55.10 ▲ 1.56 (2.91%)SU.PA: $255.00 ▼ -1.10 (-0.43%)TTE.PA: $70.09 ▲ 0.09 (0.13%)ULVR.L: $4,855.00 ▲ 9.00 (0.19%)NEM: $116.28 ▲ 0.07 (0.06%)XAUUSD: $5,152.61 ▼ -23.88 (-0.46%)WDC: $261.76 ▼ -7.05 (-2.62%)CVX: $195.78 ▲ 3.99 (2.08%)INTC: $46.02 ▼ -1.97 (-4.10%)LLY: $982.29 ▼ -17.55 (-1.76%)WMT: $122.74 ▼ -0.76 (-0.61%)ABBN.SW: $67.36 ▼ -0.30 (-0.44%)ALV.DE: $349.30 ▼ -2.60 (-0.74%)BNP.PA: $86.90 ▼ -2.54 (-2.84%)ENEL.MI: $9.38 ▼ -0.07 (-0.78%)GSK.L: $2,034.00 ▼ -32.00 (-1.55%)NESN.SW: $80.07 ▲ 0.54 (0.68%)NG.L: $1,352.00 ▲ 17.50 (1.31%)SHELL.AS: $38.28 ▲ 0.72 (1.90%)SIE.DE: $222.20 ▼ -6.00 (-2.63%)AMGN: $370.37 ▼ -7.27 (-1.93%)COP: $118.96 ▲ 1.93 (1.65%)PEP: $160.51 ▲ 0.36 (0.22%)VZ: $50.54 ▼ -0.14 (-0.28%)ABI.BR: $62.70 ▲ 0.02 (0.03%)TTE: $80.75 ▼ -0.57 (-0.69%)COST: $987.66 ▼ -4.57 (-0.46%)LIN: $486.23 ▲ 4.68 (0.97%)BA.L: $2,302.50 ▲ 74.50 (3.34%)DTE.DE: $32.65 ▼ -0.04 (-0.12%)AAPL: $254.59 ▼ -6.22 (-2.38%)NVDA: $182.07 ▼ -3.96 (-2.13%)

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%