KO: $70.70 ▲ 1.54 (2.23%)LLY: $714.20 ▼ -1.37 (-0.19%)NFLX: $1,164.64 ▲ 13.65 (1.19%)PM: $168.10 ▲ 4.07 (2.48%)WMT: $94.20 ▼ -2.63 (-2.72%)ADBE: $401.39 ▲ 1.92 (0.48%)AMD: $114.75 ▼ -2.97 (-2.52%)PGR: $279.83 ▲ 1.66 (0.60%)PLTR: $126.57 ▼ -3.62 (-2.78%)T: $27.21 ▲ 0.77 (2.89%)TMO: $396.73 ▼ -9.33 (-2.30%)TXN: $188.06 ▲ 0.72 (0.38%)UBER: $89.55 ▼ -0.86 (-0.95%)UNH: $251.90 ▼ -56.11 (-18.22%)XAUUSD: $3,204.10 ▲ 26.43 (0.83%)ALV.DE: $346.50 ▼ -5.40 (-1.53%)BATS.L: $3,044.00 ▲ 19.00 (0.63%)BBVA.MC: $13.32 ▼ -0.09 (-0.63%)BNP.PA: $79.74 ▼ -0.18 (-0.23%)CS.PA: $40.65 ▼ -0.01 (-0.02%)DG.PA: $125.90 ▲ 1.90 (1.53%)ENEL.MI: $7.86 ▲ 0.12 (1.49%)IBE.MC: $15.56 ▲ 0.31 (2.03%)ISP.MI: $4.97 ▲ 0.01 (0.22%)MUV2.DE: $565.20 ▲ 4.80 (0.86%)NG.L: $1,047.00 ▲ 31.50 (3.10%)OR.PA: $377.00 ▲ 4.40 (1.18%)RR.L: $809.80 ▲ 12.80 (1.61%)SAP.DE: $260.10 ▲ 2.10 (0.81%)UCG.MI: $55.82 ▼ -0.43 (-0.76%)IEF: $93.72 ▲ 0.39 (0.42%)ABT: $132.08 ▲ 3.52 (2.74%)COST: $1,001.29 ▲ 9.75 (0.98%)GE: $226.13 ▲ 2.89 (1.29%)MCD: $314.11 ▲ 6.61 (2.15%)V: $361.99 ▲ 5.53 (1.55%)SAN.MC: $6.85 ▼ -0.05 (-0.68%)BRK-B: $507.20 ▲ 3.80 (0.75%)AI.PA: $184.48 ▲ 1.68 (0.92%)REL.L: $4,049.50 ▲ 51.50 (1.29%)GSK.L: $1,354.00 ▼ -6.00 (-0.44%)NESN.SW: $86.29 ▲ 1.10 (1.29%)AVGO: $229.59 ▼ -2.53 (-1.09%)IBM: $263.15 ▲ 5.33 (2.07%)INTU: $656.47 ▲ 3.64 (0.56%)JPM: $265.26 ▼ -0.38 (-0.14%)MA: $579.20 ▲ 5.92 (1.03%)BA: $206.38 ▲ 1.66 (0.81%)ENR.DE: $75.09 ▲ 1.23 (1.67%)GLE.PA: $48.10 ▲ 0.03 (0.06%)RHM.DE: $1,677.00 ▲ 85.00 (5.34%)APP: $362.13 ▼ -14.41 (-3.83%)GEV: $427.40 ▼ -5.44 (-1.26%)HWM: $160.17 ▲ 0.71 (0.44%)MSFT: $453.06 ▲ 0.12 (0.03%)TSLA: $337.31 ▼ -10.37 (-2.98%)DIS: $111.90 ▼ -1.04 (-0.92%)NOW: $1,030.87 ▲ 4.05 (0.39%)NVDA: $133.48 ▼ -1.87 (-1.38%)ABI.BR: $60.18 ▲ 0.96 (1.62%)BA.L: $1,749.00 ▲ 48.00 (2.82%)SAF.PA: $253.10 ▲ 1.10 (0.44%)SIE.DE: $220.85 ▼ -3.20 (-1.43%)

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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