Analysis

ABBN.SW: $82.54 ▲ 1.38 (1.70%)AMAT: $431.20 ▼ -12.42 (-2.80%)AMD: $448.29 ▼ -10.50 (-2.29%)BP.L: $550.80 ▲ 4.20 (0.77%)CAT: $912.14 ▼ -14.65 (-1.58%)ENR.DE: $174.66 ▲ 5.18 (3.06%)INTC: $120.61 ▼ -8.83 (-6.82%)MU: $766.58 ▼ -28.75 (-3.61%)TTE.PA: $78.63 ▲ 0.33 (0.42%)GEV: $1,071.98 ▼ -1.10 (-0.10%)TXN: $295.17 ▼ -2.59 (-0.87%)AVGO: $419.30 ▼ -9.13 (-2.13%)CSCO: $99.29 ▲ 0.57 (0.58%)GOOG: $383.82 ▼ -2.95 (-0.76%)LRCX: $289.24 ▼ -6.81 (-2.30%)UNH: $396.39 ▲ 11.95 (3.11%)AI.PA: $176.76 ▲ 0.94 (0.53%)ASML.AS: $1,302.80 ▲ 37.00 (2.92%)BNP.PA: $90.30 ▼ -0.11 (-0.12%)ENEL.MI: $9.81 ▲ 0.08 (0.85%)HSBA.L: $1,326.20 ▲ 7.60 (0.58%)NG.L: $1,295.00 ▲ 18.00 (1.41%)RIO.L: $8,156.00 ▲ 236.00 (2.98%)SHELL.AS: $36.62 ▲ 0.21 (0.56%)SU.PA: $266.10 ▲ 0.80 (0.30%)AMZN: $265.82 ▼ -3.17 (-1.18%)COP: $117.87 ▲ 2.32 (2.01%)ABI.BR: $67.88 ▼ -0.12 (-0.18%)BAYN.DE: $38.33 ▼ -0.11 (-0.29%)GLEN.L: $585.40 ▲ 12.00 (2.09%)TTE: $91.76 ▲ 1.07 (1.18%)C: $126.47 ▲ 0.62 (0.49%)ALV.DE: $373.30 ▲ 5.10 (1.39%)CS.PA: $38.97 ▼ -0.13 (-0.33%)INGA.AS: $25.32 ▲ 0.16 (0.64%)SIE.DE: $265.20 ▲ 0.60 (0.23%)UBSG.SW: $35.61 ▲ 0.74 (2.12%)STX: $808.80 ▼ -25.22 (-3.02%)WDC: $488.74 ▼ -27.09 (-5.25%)AAPL: $294.80 ▲ 2.12 (0.72%)NVDA: $220.78 ▲ 1.34 (0.61%)

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%	10.98%	16.35%	28.38%
S&P 500	-10.29%	-10.29%	-10.29%	10.98%	16.35%	28.38%
MSCI World	-8.56%	-8.56%	-8.56%	10.98%	16.35%	28.38%
WizeFive Composite + Hedge	24066.23%	24066.23%	24066.23%	10.98%	16.35%	28.38%
Global Systematic Fund	2224.82%	2224.82%	2224.82%	10.98%	16.35%	28.38%

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	2000-10-31	2003-01-31	822	2003-10-31	273	1095	24.66%
2	2007-12-31	2009-06-30	547	2009-12-31	184	731	18.95%
3	2004-01-30	2004-08-31	214	2005-07-29	332	546	17.14%
4	2011-01-31	2011-07-29	179	2013-01-31	552	731	15.59%
5	2006-01-31	2006-05-31	120	2006-11-30	183	303	15.51%
6	2009-12-31	2010-01-29	29	2010-04-30	91	120	13.21%
7	2021-11-30	2022-01-31	62	2023-03-31	424	486	12.55%
8	2018-09-28	2018-10-31	33	2019-12-31	426	459	12.44%
9	2020-08-31	2020-10-30	60	2020-12-31	62	122	12.26%
10	2010-11-30	2010-12-31	31	2011-01-31	31	62	11%

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	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%