ABN.AS: $40.38 ▲ 0.17 (0.42%)BMPS.MI: $11.57 ▼ -0.15 (-1.30%)BNZL.L: $2,754.00 ▼ -2.00 (-0.07%)DSFIR.AS: $90.76 ▲ 0.88 (0.98%)NESTE.HE: $32.85 ▲ 0.20 (0.61%)REP.MC: $27.99 ▼ -0.15 (-0.53%)SGRO.L: $957.40 ▲ 0.40 (0.04%)CIEN: $395.79 ▲ 3.31 (0.84%)DDOG: $235.62 ▲ 3.07 (1.32%)DELL: $441.98 ▲ 7.20 (1.66%)FTNT: $153.51 ▲ 2.72 (1.80%)HPE: $53.44 ▲ 0.55 (1.04%)MPC: $360.72 ▲ 2.49 (0.70%)PANW: $357.87 ▲ 8.31 (2.38%)CMG: $36.90 ▲ 1.61 (4.56%)DASH: $223.49 ▲ 1.13 (0.51%)MSFT: $483.24 ▲ 2.09 (0.43%)REGN: $834.04 ▲ 7.40 (0.90%)RTX: $209.91 ▼ -2.38 (-1.12%)VLO: $348.86 ▲ 7.35 (2.15%)MU: $966.78 ▼ -7.55 (-0.77%)STX: $850.00 ▼ -0.24 (-0.03%)WDC: $459.44 ▼ -9.61 (-2.05%)AAPL: $309.35 ▼ -1.95 (-0.63%)AMZN: $258.63 ▼ -1.48 (-0.57%)NVDA: $214.72 ▼ -2.13 (-0.98%)ABNB: $187.30 ▲ 2.30 (1.24%)CRWD: $191.95 ▲ 1.61 (0.85%)ACN: $185.28 ▲ 3.93 (2.17%)FCX: $76.67 ▲ 5.45 (7.65%)INTU: $367.00 ▲ 5.13 (1.42%)NEM: $131.58 ▲ 3.94 (3.09%)PLTR: $179.94 ▲ 5.98 (3.44%)ADYEN.AS: $1,074.00 ▲ 11.20 (1.05%)ARGX.BR: $902.00 ▲ 16.80 (1.90%)KRX.IR: $100.60 ▼ -0.10 (-0.10%)SAP.DE: $188.12 ▲ 2.48 (1.34%)VWS.CO: $208.30 ▼ -4.20 (-1.98%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World WizeFive Composite + IMITTTIS 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% 7.73% 14.73% 25.93%
S&P 500 -10.29% -10.29% -10.29% 7.73% 14.73% 25.93%
MSCI World -8.56% -8.56% -8.56% 7.73% 14.73% 25.93%
WizeFive Composite + IMITTTIS 24066.23% 24066.23% 24066.23% 7.73% 14.73% 25.93%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 7.73% 14.73% 25.93%

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 + IMITTTIS 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%