KO: $71.89 ▼ -0.11 (-0.15%)LLY: $751.71 ▼ -5.68 (-0.75%)NFLX: $1,187.83 ▼ -3.70 (-0.31%)PM: $172.80 ▲ 2.36 (1.38%)WMT: $98.10 ▼ -0.14 (-0.14%)ADBE: $421.13 ▲ 4.01 (0.96%)AMD: $114.92 ▼ -2.25 (-1.92%)PGR: $288.55 ▲ 2.52 (0.88%)PLTR: $126.19 ▼ -3.33 (-2.57%)T: $27.92 ▲ 0.20 (0.70%)TMO: $411.75 ▼ -0.31 (-0.08%)TXN: $188.02 ▼ -0.48 (-0.26%)UBER: $92.23 ▲ 0.44 (0.48%)UNH: $315.79 ▲ 23.88 (8.18%)XAUUSD: $3,230.22 ▲ 26.74 (0.83%)ALV.DE: $351.60 ▲ 0.40 (0.11%)BATS.L: $3,224.00 ▲ 37.00 (1.16%)BBVA.MC: $13.47 ▲ 0.07 (0.49%)BNP.PA: $77.15 ▼ -2.24 (-2.82%)CS.PA: $41.67 ▲ 0.42 (1.02%)DG.PA: $127.55 ▲ 0.30 (0.24%)ENEL.MI: $8.01 ▲ 0.06 (0.73%)IBE.MC: $15.82 ▲ 0.05 (0.32%)ISP.MI: $4.86 ▼ -0.12 (-2.32%)MUV2.DE: $577.20 ▲ 10.00 (1.76%)NG.L: $1,070.00 ▲ 8.50 (0.80%)OR.PA: $378.55 ▲ 4.70 (1.26%)RR.L: $819.20 ▲ 9.60 (1.19%)SAP.DE: $265.45 ▼ -0.80 (-0.30%)UCG.MI: $57.20 ▲ 0.72 (1.27%)IEF: $93.69 ▼ -0.28 (-0.30%)ABT: $135.29 ▲ 0.49 (0.36%)COST: $1,034.40 ▲ 8.57 (0.83%)GE: $234.91 ▲ 3.13 (1.35%)MCD: $320.98 ▲ 2.37 (0.74%)V: $368.84 ▲ 3.72 (1.02%)SAN.MC: $6.94 ▲ 0.03 (0.43%)BRK-B: $513.04 ▼ -1.27 (-0.25%)AI.PA: $185.08 ▼ -1.56 (-0.84%)REL.L: $4,106.00 ▲ 7.00 (0.17%)GSK.L: $1,396.50 ▲ 2.00 (0.14%)NESN.SW: $87.25 ▲ 0.77 (0.89%)AVGO: $230.80 ▲ 2.19 (0.96%)IBM: $268.69 ▲ 1.93 (0.72%)INTU: $674.57 ▲ 4.29 (0.64%)JPM: $266.39 ▼ -1.18 (-0.44%)MA: $588.23 ▲ 4.95 (0.85%)BA: $204.70 ▼ -1.12 (-0.54%)ENR.DE: $78.14 ▲ 2.68 (3.55%)GLE.PA: $48.94 ▲ 0.62 (1.28%)RHM.DE: $1,752.50 ▲ 29.50 (1.71%)APP: $374.25 ▲ 11.91 (3.29%)GEV: $443.02 ▲ 14.96 (3.49%)HWM: $165.83 ▲ 3.03 (1.86%)MSFT: $459.16 ▲ 4.89 (1.08%)TSLA: $341.96 ▼ -8.02 (-2.29%)DIS: $112.60 ▼ -0.83 (-0.73%)NOW: $1,027.17 ▼ -13.01 (-1.25%)NVDA: $135.51 ▲ 0.11 (0.08%)ABI.BR: $60.74 ▲ 0.42 (0.70%)BA.L: $1,777.00 ▲ 14.50 (0.82%)SAF.PA: $259.10 ▲ 3.00 (1.17%)SIE.DE: $221.80 ▲ 1.85 (0.84%)

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
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Dotcom Crash Mar 2000 Oct 2002
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Subprime Crisis Nov 2007 Mar 2009
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COVID-19 Start Jan 2020 Mar 2020
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