Analysis

ORCL: $256.89 ▼ -18.41 (-6.69%)PLTR: $194.55 ▼ -4.26 (-2.14%)GOOG: $281.90 ▲ 6.73 (2.45%)GOOGL: $281.48 ▲ 6.91 (2.52%)TSLA: $440.10 ▼ -21.41 (-4.64%)AVGO: $376.47 ▼ -9.51 (-2.46%)ACN: $249.25 ▲ 1.50 (0.61%)CRM: $256.65 ▲ 5.19 (2.06%)ISRG: $530.02 ▼ -7.57 (-1.41%)KO: $68.98 ▲ 0.63 (0.92%)UNH: $344.75 ▼ -10.51 (-2.96%)XAUUSD: $4,038.89 ▲ 14.36 (0.36%)IEF: $96.81 ▼ -0.14 (-0.14%)TLT: $90.56 ▼ -0.53 (-0.58%)AMD: $254.84 ▼ -9.49 (-3.59%)GE: $310.75 ▼ -3.53 (-1.12%)GS: $790.16 ▲ 7.10 (0.91%)NVDA: $202.89 ▼ -4.15 (-2.00%)INTC: $40.16 ▼ -1.18 (-2.85%)AAPL: $271.40 ▲ 1.70 (0.63%)ABBV: $228.20 ▲ 3.06 (1.36%)CAT: $583.15 ▼ -2.34 (-0.40%)ABBN.SW: $59.96 ▲ 0.36 (0.60%)AIR.PA: $212.70 ▲ 4.30 (2.06%)ASML.AS: $937.50 ▲ 18.10 (1.97%)BATS.L: $3,894.00 ▼ -26.00 (-0.66%)BAYN.DE: $26.87 ▼ -0.69 (-2.50%)BBVA.MC: $17.28 ▼ -0.30 (-1.71%)GLEN.L: $365.35 ▼ -5.90 (-1.59%)GSK.L: $1,783.00 ▲ 31.00 (1.77%)HSBA.L: $1,069.80 ▼ -3.60 (-0.34%)INGA.AS: $22.13 ▲ 1.19 (5.66%)RKT.L: $5,828.00 ▼ -32.00 (-0.55%)SAF.PA: $305.40 ▲ 1.80 (0.59%)SAN.MC: $8.75 ▼ -0.23 (-2.56%)SU.PA: $249.00 ▼ -8.40 (-3.26%)UBSG.SW: $30.68 ▲ 0.08 (0.26%)LRCX: $161.01 ▲ 0.34 (0.21%)MU: $224.01 ▼ -2.62 (-1.16%)JNJ: $189.05 ▲ 2.45 (1.31%)WDC: $138.13 ▼ -3.25 (-2.30%)

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%