AVGO: $264.74 ▼ -10.91 (-3.96%)GE: $249.02 ▼ -8.37 (-3.25%)NFLX: $1,293.60 ▼ -45.53 (-3.40%)ORCL: $218.96 ▲ 0.33 (0.15%)PLTR: $130.68 ▼ -5.64 (-4.14%)INTU: $779.61 ▼ -8.02 (-1.02%)PM: $177.53 ▼ -4.60 (-2.53%)UBER: $92.13 ▼ -1.17 (-1.25%)MSCIWORLD: $4,021.57 ▼ -4.87 (-0.12%)^GSPC: $6,197.58 ▼ -7.37 (-0.12%)XAUUSD: $3,338.53 ▲ 35.57 (1.08%)ASML.AS: $668.20 ▼ -9.40 (-1.39%)NOVN.SW: $97.90 ▲ 1.73 (1.80%)OR.PA: $372.85 ▲ 9.75 (2.69%)SAP.DE: $255.60 ▼ -2.55 (-0.99%)ENR.DE: $92.38 ▼ -5.68 (-5.79%)RHM.DE: $1,702.50 ▼ -94.50 (-5.26%)ZS: $307.32 ▼ -6.62 (-2.11%)GEV: $506.00 ▼ -23.15 (-4.37%)IEF: $95.29 ▼ -0.48 (-0.50%)IBM: $291.20 ▼ -3.58 (-1.21%)NVDA: $153.30 ▼ -4.69 (-2.97%)AIR.PA: $172.32 ▼ -4.94 (-2.79%)BA.L: $1,863.00 ▼ -23.50 (-1.25%)BATS.L: $3,418.00 ▼ -45.00 (-1.30%)BBVA.MC: $12.85 ▼ -0.21 (-1.57%)BNP.PA: $75.20 ▼ -1.12 (-1.47%)CS.PA: $41.06 ▼ -0.61 (-1.46%)DG.PA: $125.45 ▲ 0.35 (0.28%)ENEL.MI: $8.24 ▲ 0.19 (2.31%)IBE.MC: $16.39 ▲ 0.10 (0.58%)ISP.MI: $4.85 ▼ -0.05 (-0.95%)RR.L: $939.60 ▼ -28.00 (-2.89%)SAF.PA: $264.90 ▼ -11.00 (-3.99%)SAN.MC: $6.97 ▼ -0.06 (-0.88%)SIE.DE: $215.65 ▼ -2.00 (-0.92%)UCG.MI: $55.93 ▼ -0.98 (-1.72%)AMD: $136.11 ▼ -5.79 (-4.08%)DIS: $123.49 ▼ -0.52 (-0.42%)JPM: $290.41 ▲ 0.50 (0.17%)META: $719.22 ▼ -18.87 (-2.56%)MSFT: $492.05 ▼ -5.36 (-1.08%)ABI.BR: $59.22 ▲ 0.98 (1.68%)BAYN.DE: $26.46 ▲ 0.93 (3.62%)HSBA.L: $870.60 ▼ -11.20 (-1.27%)INGA.AS: $18.63 ▲ 0.00 (0.01%)NG.L: $1,073.00 ▲ 11.50 (1.08%)GS: $706.46 ▼ -1.29 (-0.18%)SU.PA: $222.35 ▼ -3.45 (-1.53%)

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
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%