AMAT: $382.59 ▲ 1.48 (0.39%)CVX: $192.21 ▲ 3.85 (2.04%)LRCX: $248.75 ▼ -2.48 (-0.99%)MU: $518.46 ▲ 14.17 (2.81%)XOM: $154.67 ▲ 4.11 (2.73%)CAT: $810.05 ▼ -8.04 (-0.98%)INTC: $94.75 ▲ 10.23 (12.10%)JNJ: $227.35 ▼ -0.44 (-0.19%)MRK: $111.02 ▲ 0.99 (0.90%)WMT: $128.01 ▲ 0.42 (0.33%)ASML.AS: $1,192.60 ▲ 20.80 (1.78%)AZN.L: $13,692.00 ▼ -208.00 (-1.50%)BA.L: $2,001.00 ▼ -45.50 (-2.22%)BP.L: $575.90 ▼ -2.90 (-0.50%)ENEL.MI: $9.67 ▼ -0.28 (-2.79%)ENR.DE: $175.26 ▲ 2.28 (1.32%)GSK.L: $1,918.00 ▼ -110.00 (-5.42%)IBE.MC: $19.92 ▼ -0.25 (-1.22%)NG.L: $1,279.80 ▼ -20.20 (-1.55%)NOVN.SW: $113.34 ▼ -1.38 (-1.20%)RIO.L: $7,225.00 ▼ -83.00 (-1.14%)ROG.SW: $322.30 ▲ 1.60 (0.50%)SHELL.AS: $37.83 ▼ -0.13 (-0.33%)TTE.PA: $78.23 ▼ -0.04 (-0.05%)BAYN.DE: $36.45 ▼ -0.17 (-0.46%)ENGI.PA: $28.10 ▼ -0.42 (-1.47%)GLEN.L: $553.30 ▲ 2.40 (0.44%)RWE.DE: $60.64 ▼ -0.90 (-1.46%)COP: $128.25 ▲ 3.93 (3.16%)PFE: $26.27 ▼ -0.21 (-0.77%)VZ: $46.61 ▼ -0.64 (-1.35%)DTE.DE: $27.32 ▲ 0.56 (2.09%)HSBA.L: $1,331.00 ▼ -1.20 (-0.09%)TTE: $92.24 ▲ 1.21 (1.33%)TER: $306.33 ▼ -73.80 (-19.41%)WDC: $412.76 ▲ 21.77 (5.57%)AAPL: $270.17 ▼ -0.54 (-0.20%)KLAC: $1,816.21 ▲ 7.24 (0.40%)STX: $643.30 ▲ 64.27 (11.10%)AMD: $337.11 ▲ 13.90 (4.30%)AMZN: $263.04 ▲ 3.34 (1.29%)AVGO: $405.45 ▲ 5.62 (1.41%)C: $127.65 ▼ -0.88 (-0.68%)NFLX: $92.12 ▼ -0.15 (-0.16%)ABBN.SW: $76.68 ▲ 0.26 (0.34%)AI.PA: $180.60 ▼ -1.02 (-0.56%)RR.L: $1,098.60 ▼ -35.80 (-3.16%)SU.PA: $271.55 ▲ 0.75 (0.28%)

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% 10.98% 16.89% 28.38%
S&P 500 -10.29% -10.29% -10.29% 10.98% 16.89% 28.38%
MSCI World -8.56% -8.56% -8.56% 10.98% 16.89% 28.38%
WizeFive Composite + Hedge 24066.23% 24066.23% 24066.23% 10.98% 16.89% 28.38%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 10.98% 16.89% 28.38%

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%