AVGO: $280.92 ▲ 5.32 (1.93%)GE: $263.43 ▲ 1.09 (0.42%)NFLX: $1,255.69 ▼ -6.26 (-0.50%)ORCL: $233.81 ▲ 4.54 (1.98%)PLTR: $147.68 ▼ -1.47 (-0.99%)ACN: $277.11 ▼ -2.88 (-1.03%)INTU: $746.27 ▼ -6.48 (-0.86%)MRK: $81.59 ▼ -2.08 (-2.49%)PEP: $134.24 ▼ -1.34 (-0.98%)PM: $180.37 ▼ -0.39 (-0.21%)TMO: $418.85 ▼ -6.49 (-1.53%)UBER: $92.32 ▼ -1.57 (-1.67%)UNH: $291.06 ▼ -9.52 (-3.17%)MSCIWORLD: $4,050.70 ▼ -0.80 (-0.02%)^GSPC: $6,251.61 ▼ -16.95 (-0.27%)XAUUSD: $3,328.93 ▼ -14.64 (-0.44%)ASML.AS: $706.10 ▲ 18.80 (2.74%)NOVN.SW: $96.06 ▼ -0.37 (-0.38%)OR.PA: $367.60 ▼ -5.50 (-1.47%)SAP.DE: $259.80 ▲ 1.75 (0.68%)IEF: $93.88 ▼ -0.40 (-0.43%)IBM: $282.22 ▼ -1.57 (-0.55%)NVDA: $170.27 ▲ 6.20 (3.78%)AIR.PA: $180.14 ▼ -2.86 (-1.56%)BA.L: $1,882.50 ▼ -28.00 (-1.47%)BATS.L: $3,818.00 ▼ -32.00 (-0.83%)BBVA.MC: $12.75 ▼ -0.26 (-1.96%)BNP.PA: $76.23 ▼ -0.45 (-0.59%)CS.PA: $41.42 ▼ -0.35 (-0.84%)DG.PA: $123.80 ▼ -1.45 (-1.16%)ENEL.MI: $7.90 ▼ -0.06 (-0.74%)IBE.MC: $15.55 ▼ -0.16 (-1.02%)ISP.MI: $4.88 ▼ -0.05 (-1.10%)RHM.DE: $1,828.00 ▼ -52.00 (-2.77%)RR.L: $990.40 ▼ -8.00 (-0.80%)SAF.PA: $279.90 ▼ -1.30 (-0.46%)SAN.MC: $7.14 ▼ -0.09 (-1.20%)SIE.DE: $218.30 ▼ -2.00 (-0.91%)UCG.MI: $57.58 ▼ -0.66 (-1.13%)AMD: $154.26 ▲ 8.02 (5.48%)DIS: $119.33 ▼ -0.64 (-0.53%)JPM: $286.05 ▼ -2.65 (-0.92%)META: $713.63 ▼ -7.29 (-1.01%)MSFT: $507.07 ▲ 4.05 (0.81%)ABI.BR: $57.70 ▼ -0.28 (-0.48%)BAYN.DE: $27.32 ▼ -0.20 (-0.71%)HSBA.L: $919.60 ▼ -3.40 (-0.37%)INGA.AS: $19.40 ▲ 0.04 (0.20%)NG.L: $1,045.00 ▼ -4.00 (-0.38%)BA: $230.79 ▲ 0.28 (0.12%)ENR.DE: $93.22 ▲ 1.18 (1.28%)USD: $82.00 ▲ 4.22 (5.43%)GEV: $556.45 ▲ 1.41 (0.25%)GS: $702.29 ▼ -11.01 (-1.54%)WFC: $78.19 ▼ -5.24 (-6.28%)ABBN.SW: $48.18 ▲ 0.64 (1.35%)BP.L: $397.80 ▲ 0.60 (0.15%)SU.PA: $225.85 ▲ 2.20 (0.98%)UBSG.SW: $28.47 ▲ 0.04 (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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