ABN.AS: $43.30 ▼ -0.12 (-0.28%)ADM.L: $3,856.00 ▼ -10.00 (-0.26%)DSFIR.AS: $92.92 ▼ -0.56 (-0.60%)KRX.IR: $105.30 ▲ 1.80 (1.74%)SGRO.L: $946.80 ▲ 5.40 (0.57%)CRWD: $210.02 ▼ -3.08 (-1.45%)DELL: $533.27 ▲ 9.13 (1.74%)PANW: $336.98 ▲ 3.72 (1.12%)FTNT: $157.47 ▲ 1.18 (0.76%)HPE: $56.05 ▲ 4.05 (7.78%)MPC: $397.77 ▲ 8.87 (2.28%)MRNA: $140.33 ▼ -5.22 (-3.59%)MU: $1,000.26 ▼ -16.33 (-1.61%)AAPL: $316.22 ▼ -3.75 (-1.17%)AMZN: $256.97 ▼ -1.54 (-0.60%)MSFT: $493.95 ▼ -5.75 (-1.15%)NVDA: $225.73 ▼ -4.63 (-2.01%)CRM: $249.12 ▼ -10.11 (-3.90%)HOOD: $117.34 ▼ -4.77 (-3.91%)NEM: $127.09 ▼ -1.00 (-0.78%)NOW: $134.21 ▼ -7.05 (-4.99%)PLTR: $170.30 ▼ -4.03 (-2.31%)ARGX.BR: $865.80 ▼ -3.60 (-0.41%)DBK.DE: $35.75 ▲ 0.23 (0.63%)GMAB.CO: $2,165.00 ▲ 24.00 (1.12%)SAP.DE: $181.70 ▼ -1.10 (-0.60%)VWS.CO: $219.10 ▲ 0.90 (0.41%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World WizeFive Composite + IMITTTIS 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% 9% 15.81% 25.72%
S&P 500 -10.29% -10.29% -10.29% 9% 15.81% 25.72%
MSCI World -8.56% -8.56% -8.56% 9% 15.81% 25.72%
WizeFive Composite + IMITTTIS 24066.23% 24066.23% 24066.23% 9% 15.81% 25.72%
Global Systematic Fund 2224.82% 2224.82% 2224.82% 9% 15.81% 25.72%

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
12000-10-312003-01-318222003-10-31273109524.66%
22007-12-312009-06-305472009-12-3118473118.95%
32004-01-302004-08-312142005-07-2933254617.14%
42011-01-312011-07-291792013-01-3155273115.59%
52006-01-312006-05-311202006-11-3018330315.51%
62009-12-312010-01-29292010-04-309112013.21%
72021-11-302022-01-31622023-03-3142448612.55%
82018-09-282018-10-31332019-12-3142645912.44%
92020-08-312020-10-30602020-12-316212212.26%
102010-11-302010-12-31312011-01-31316211%

Rolling Returns

Period WizeFive Composite S&P 500 MSCI World WizeFive Composite + IMITTTIS 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 0% 0% 0%
Dotcom Crash Mar 2000 Oct 2002 24% 0% 0%
Subprime Crisis Nov 2007 Mar 2009 15.5% 0% 0%
COVID-19 Start Jan 2020 Mar 2020 14.17% 0% 0%