KO: $71.17 ▼ -1.23 (-1.70%)LLY: $751.45 ▼ -25.27 (-3.25%)NFLX: $1,144.46 ▼ -10.95 (-0.95%)PM: $172.00 ▼ -3.36 (-1.92%)WMT: $97.43 ▼ -1.40 (-1.42%)ADBE: $383.99 ▼ -0.98 (-0.25%)AMD: $101.70 ▲ 1.34 (1.34%)PGR: $283.92 ▼ -2.46 (-0.86%)PLTR: $119.15 ▲ 8.67 (7.85%)T: $27.47 ▼ -0.63 (-2.24%)TMO: $410.78 ▲ 2.93 (0.72%)TXN: $165.64 ▲ 0.85 (0.52%)UBER: $82.30 ▼ -1.35 (-1.61%)UNH: $385.55 ▼ -5.51 (-1.41%)XAUUSD: $3,324.21 ▲ 1.91 (0.06%)ALV.DE: $372.40 ▲ 0.70 (0.19%)BATS.L: $3,239.00 ▼ -57.00 (-1.73%)BBVA.MC: $12.81 ▲ 0.26 (2.03%)BNP.PA: $77.00 ▲ 0.98 (1.29%)CS.PA: $41.12 ▲ 0.47 (1.16%)DG.PA: $125.60 ▲ 0.00 (0.00%)ENEL.MI: $7.58 ▼ -0.16 (-2.07%)IBE.MC: $15.49 ▼ -0.52 (-3.25%)ISP.MI: $4.81 ▲ 0.14 (3.08%)MUV2.DE: $591.40 ▼ -3.40 (-0.57%)NG.L: $1,055.00 ▼ -21.00 (-1.95%)OR.PA: $375.35 ▲ 0.95 (0.25%)RR.L: $794.00 ▲ 28.00 (3.66%)SAP.DE: $262.80 ▲ 1.30 (0.50%)UCG.MI: $53.26 ▲ 1.71 (3.32%)GEV: $394.00 ▼ -12.81 (-3.15%)ENR.DE: $73.34 ▲ 2.36 (3.32%)RHM.DE: $1,701.00 ▲ 67.50 (4.13%)IEF: $94.28 ▼ -0.74 (-0.78%)ABT: $134.00 ▲ 0.05 (0.04%)COST: $1,007.71 ▲ 0.56 (0.06%)GE: $214.49 ▲ 4.57 (2.18%)MCD: $313.49 ▼ -4.64 (-1.46%)V: $351.27 ▲ 1.42 (0.41%)SAN.MC: $6.56 ▲ 0.21 (3.31%)BRK-B: $513.25 ▼ -4.97 (-0.96%)AI.PA: $182.72 ▲ 0.20 (0.11%)REL.L: $4,023.00 ▼ -59.00 (-1.45%)INTU: $656.08 ▲ 14.94 (2.33%)NOW: $974.49 ▼ -8.80 (-0.89%)GSK.L: $1,364.00 ▼ -15.00 (-1.09%)NESN.SW: $87.06 ▼ -1.09 (-1.24%)AVGO: $207.77 ▲ 2.96 (1.45%)IBM: $254.14 ▲ 0.77 (0.30%)JPM: $253.47 ▲ 4.08 (1.64%)MA: $567.12 ▲ 0.79 (0.14%)

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% 453.49% 179.17% 67.08%
S&P 500 -10.29% -10.29% -10.29% 453.49% 179.17% 67.08%
MSCI World -8.56% -8.56% -8.56% 453.49% 179.17% 67.08%
WizeFive Composite + Hedge 24066.23% 24066.23% 24066.23% 453.49% 179.17% 67.08%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 453.49% 179.17% 67.08%

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
12003-02-282000-11-308202000-02-29275109524.66%
22009-07-312008-01-315472007-05-3124579218.95%
32004-09-302004-02-272162003-10-3111933517.14%
42011-08-312011-02-281842010-08-3118136515.59%
52006-06-302006-02-281222005-11-309021215.51%
62010-02-262010-01-29282009-12-31295713.21%
72022-02-282021-12-31592021-10-296312212.55%
82018-11-302018-10-31302018-08-31619112.44%
92020-11-302020-09-30612020-08-31309112.26%
102025-04-302025-01-31892024-11-296315211.8%

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
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Dotcom Crash Mar 2000 Oct 2002
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Subprime Crisis Nov 2007 Mar 2009
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COVID-19 Start Jan 2020 Mar 2020
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