Analysis

AMD: $158.14 ▼ -1.03 (-0.64%)AVGO: $345.15 ▼ -1.02 (-0.29%)NVDA: $176.65 ▲ 6.36 (3.73%)ORCL: $298.11 ▼ -3.31 (-1.10%)PLTR: $177.63 ▲ 9.30 (5.52%)ACN: $239.90 ▼ -1.35 (-0.56%)CRM: $243.92 ▲ 1.71 (0.71%)ISRG: $433.46 ▼ -0.21 (-0.05%)LLY: $761.38 ▲ 1.25 (0.16%)UNH: $336.82 ▼ -4.79 (-1.40%)XAUUSD: $3,641.94 ▼ -18.04 (-0.49%)IEF: $96.72 ▼ -0.28 (-0.28%)GE: $296.07 ▲ 6.57 (2.27%)GOOG: $252.02 ▲ 2.17 (0.87%)GOOGL: $251.74 ▲ 2.21 (0.89%)GS: $802.99 ▲ 8.77 (1.10%)UBER: $94.44 ▲ 1.49 (1.61%)BAC: $51.95 ▲ 0.54 (1.05%)CAT: $465.72 ▲ 15.06 (3.34%)INTC: $30.59 ▲ 5.69 (22.85%)JPM: $311.54 ▼ -0.21 (-0.07%)MSFT: $508.00 ▼ -2.03 (-0.40%)ABBN.SW: $55.86 ▲ 0.64 (1.16%)AIR.PA: $191.70 ▲ 0.00 (0.00%)AZN.L: $11,248.00 ▼ -148.00 (-1.30%)BATS.L: $4,066.00 ▼ -31.00 (-0.76%)BAYN.DE: $27.55 ▲ 0.17 (0.62%)BBVA.MC: $16.22 ▲ 0.17 (1.03%)BP.L: $425.60 ▲ 6.55 (1.56%)HSBA.L: $1,018.80 ▲ 4.00 (0.39%)INGA.AS: $21.48 ▲ 0.02 (0.09%)OR.PA: $378.20 ▲ 1.05 (0.28%)RKT.L: $5,684.00 ▼ -26.00 (-0.46%)SAF.PA: $284.80 ▲ 5.00 (1.79%)SAN.MC: $8.53 ▲ 0.14 (1.67%)SIE.DE: $228.00 ▲ 2.75 (1.22%)UBSG.SW: $32.83 ▲ 0.17 (0.52%)APH: $122.23 ▲ 3.82 (3.23%)MU: $168.71 ▲ 8.72 (5.45%)TSLA: $423.80 ▼ -2.06 (-0.48%)ABBV: $221.80 ▲ 0.99 (0.45%)HD: $418.51 ▲ 1.51 (0.36%)

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%