Analysis

ORCL: $279.24 ▲ 2.06 (0.74%)PLTR: $181.16 ▼ -0.43 (-0.24%)GOOG: $246.37 ▼ -10.65 (-4.14%)GOOGL: $245.83 ▼ -10.72 (-4.18%)TSLA: $446.23 ▼ -1.20 (-0.27%)AVGO: $344.05 ▼ -5.19 (-1.49%)ACN: $248.83 ▲ 6.65 (2.75%)CRM: $265.03 ▲ 10.75 (4.23%)ISRG: $465.44 ▲ 6.97 (1.52%)KO: $70.78 ▲ 2.34 (3.42%)UNH: $367.83 ▲ 3.35 (0.92%)XAUUSD: $4,132.31 ▼ -223.49 (-5.13%)IEF: $97.71 ▲ 0.19 (0.19%)TLT: $92.04 ▲ 0.49 (0.53%)AMD: $237.73 ▼ -2.83 (-1.18%)GE: $308.20 ▲ 5.52 (1.82%)GS: $761.99 ▼ -1.33 (-0.17%)NVDA: $181.92 ▼ -0.72 (-0.39%)INTC: $38.00 ▼ -0.11 (-0.28%)AAPL: $263.04 ▲ 0.80 (0.31%)ABBV: $231.59 ▼ -0.47 (-0.20%)CAT: $531.95 ▲ 0.77 (0.14%)ABBN.SW: $58.50 ▼ -0.48 (-0.81%)AIR.PA: $207.45 ▲ 3.75 (1.84%)ASML.AS: $889.70 ▼ -9.30 (-1.03%)BATS.L: $3,718.28 ▼ -81.72 (-2.15%)BAYN.DE: $27.47 ▲ 0.04 (0.15%)BBVA.MC: $17.17 ▼ -0.13 (-0.75%)GLEN.L: $344.00 ▼ -5.40 (-1.55%)GSK.L: $1,648.00 ▲ 14.50 (0.89%)HSBA.L: $989.79 ▲ 19.99 (2.06%)INGA.AS: $20.57 ▼ -0.03 (-0.15%)RKT.L: $5,878.00 ▼ -12.00 (-0.20%)SAF.PA: $307.50 ▲ 4.40 (1.45%)SAN.MC: $8.40 ▼ -0.04 (-0.44%)SU.PA: $249.75 ▲ 1.50 (0.60%)UBSG.SW: $30.04 ▼ -0.24 (-0.79%)LRCX: $143.73 ▼ -0.32 (-0.22%)MU: $202.92 ▼ -3.85 (-1.86%)JNJ: $193.05 ▼ -0.67 (-0.35%)WDC: $120.28 ▼ -1.25 (-1.03%)

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
Universe	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
1	2003-02-28	2000-11-30	820	2000-02-29	275	1095	24.66%
2	2009-07-31	2008-01-31	547	2007-05-31	245	792	18.95%
3	2004-09-30	2004-02-27	216	2003-10-31	119	335	17.14%
4	2011-08-31	2011-02-28	184	2010-08-31	181	365	15.59%
5	2006-06-30	2006-02-28	122	2005-11-30	90	212	15.51%
6	2010-02-26	2010-01-29	28	2009-12-31	29	57	13.21%
7	2022-02-28	2021-12-31	59	2021-10-29	63	122	12.55%
8	2018-11-30	2018-10-31	30	2018-08-31	61	91	12.44%
9	2020-11-30	2020-09-30	61	2020-08-31	30	91	12.26%
10	2025-04-30	2025-01-31	89	2024-11-29	63	152	11.8%

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	Warning: Undefined array key 13 in /var/www/html/analysis.php on line 731 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 731 0%	Warning: Undefined array key 4 in /var/www/html/analysis.php on line 732 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 732 0%	Warning: Undefined array key 6 in /var/www/html/analysis.php on line 733 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 733 0%
Dotcom Crash	Mar 2000	Oct 2002	Warning: Undefined array key 13 in /var/www/html/analysis.php on line 731 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 731 0%	Warning: Undefined array key 4 in /var/www/html/analysis.php on line 732 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 732 0%	Warning: Undefined array key 6 in /var/www/html/analysis.php on line 733 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 733 0%
Subprime Crisis	Nov 2007	Mar 2009	Warning: Undefined array key 13 in /var/www/html/analysis.php on line 731 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 731 0%	Warning: Undefined array key 4 in /var/www/html/analysis.php on line 732 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 732 0%	Warning: Undefined array key 6 in /var/www/html/analysis.php on line 733 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 733 0%
COVID-19 Start	Jan 2020	Mar 2020	Warning: Undefined array key 13 in /var/www/html/analysis.php on line 731 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 731 0%	Warning: Undefined array key 4 in /var/www/html/analysis.php on line 732 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 732 0%	Warning: Undefined array key 6 in /var/www/html/analysis.php on line 733 Deprecated: round(): Passing null to parameter #1 ($num) of type int\|float is deprecated in /var/www/html/analysis.php on line 733 0%