ABT: $130.50 ▲ 0.97 (0.75%)CVX: $139.30 ▼ -0.80 (-0.57%)IBM: $239.39 ▲ 3.23 (1.37%)PM: $170.26 ▲ 1.09 (0.64%)V: $341.52 ▲ 4.01 (1.19%)PGR: $276.31 ▲ 6.73 (2.50%)PLTR: $116.08 ▲ 1.43 (1.25%)T: $27.30 ▲ 0.04 (0.15%)XAUUSD: $3,318.51 ▼ -29.19 (-0.87%)TLT: $90.20 ▲ 0.75 (0.84%)IEF: $95.92 ▲ 0.33 (0.35%)ABBV: $193.51 ▲ 1.17 (0.61%)CSCO: $57.34 ▲ 0.50 (0.88%)GE: $200.50 ▼ -0.36 (-0.18%)KO: $72.35 ▲ 0.56 (0.78%)NFLX: $1,125.64 ▲ 15.26 (1.37%)ALV.DE: $361.70 ▲ 0.50 (0.14%)BBVA.MC: $12.34 ▼ -0.26 (-2.02%)BNP.PA: $74.80 ▲ 0.70 (0.94%)CS.PA: $41.32 ▲ 0.38 (0.93%)DG.PA: $122.00 ▲ 1.00 (0.83%)DTE.DE: $30.90 ▲ 0.04 (0.13%)EL.PA: $250.40 ▲ 0.30 (0.12%)HSBA.L: $855.60 ▲ 21.90 (2.63%)ISP.MI: $4.76 ▲ 0.06 (1.33%)MUV2.DE: $594.20 ▲ 0.60 (0.10%)RR.L: $752.80 ▼ -1.60 (-0.21%)SAN.MC: $6.43 ▼ -0.10 (-1.56%)SIE.DE: $202.25 ▼ -2.80 (-1.37%)UCG.MI: $52.45 ▲ 0.71 (1.37%)ZURN.SW: $575.60 ▲ 6.80 (1.20%)BRK-B: $534.57 ▲ 3.63 (0.68%)VZ: $42.95 ▲ 0.56 (1.32%)ENEL.MI: $7.64 ▲ 0.09 (1.19%)IBE.MC: $15.75 ▲ 0.16 (0.99%)INGA.AS: $17.25 ▲ 0.29 (1.69%)PRX.AS: $40.61 ▼ -0.05 (-0.12%)GSK.L: $1,432.00 ▲ 23.00 (1.63%)NESN.SW: $86.80 ▲ 0.05 (0.06%)NOVN.SW: $94.21 ▲ 0.81 (0.87%)SAN.PA: $94.23 ▲ 1.13 (1.21%)SAP.DE: $254.60 ▲ 5.80 (2.33%)JNJ: $155.91 ▲ 0.56 (0.36%)MA: $539.68 ▲ 5.19 (0.97%)MCD: $314.50 ▼ -2.31 (-0.73%)WFC: $71.10 ▲ 1.67 (2.41%)XOM: $108.36 ▼ -0.27 (-0.25%)UNH: $409.23 ▼ -10.77 (-2.56%)WMT: $96.04 ▲ 0.82 (0.86%)GILD: $104.21 ▼ -2.13 (-2.00%)TMUS: $241.59 ▲ 4.82 (2.04%)PG: $162.26 ▲ 0.41 (0.25%)COST: $991.70 ▲ 13.16 (1.34%)AI.PA: $178.82 ▲ 0.62 (0.35%)BATS.L: $3,156.00 ▲ 5.00 (0.16%)NG.L: $1,080.00 ▲ 8.00 (0.75%)OR.PA: $388.00 ▲ 8.80 (2.32%)ULVR.L: $4,687.00 ▼ -12.00 (-0.26%)INTU: $623.15 ▲ 4.92 (0.80%)LLY: $885.20 ▲ 7.91 (0.90%)NOW: $942.86 ▲ 5.45 (0.58%)AVGO: $191.17 ▼ -1.30 (-0.68%)TSLA: $292.03 ▲ 6.15 (2.15%)BA.L: $1,729.50 ▲ 49.00 (2.92%)RHM.DE: $1,453.50 ▲ 114.00 (8.51%)NEM: $52.96 ▼ -1.11 (-2.05%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World
Start Balance 10,000.00 10,000.00 10,000.00
End Balance 1,670,408.61 35,101.36 25,328.86
Annualized Return (CAGR) 22.55% 5.12% 3.76%
Standard Deviation 5.78% 4.43% 4.11%
Best Period 26.98% 14.67% 12.76%
Worst Period -13.22% -12.61% -13.43%
Maximum Drawdown 24.76% 66.06% 60.52%
Sharpe Ratio 0.32 0.11 0.09
Sortino Ratio 0.58 0.15 0.12

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 -13.14% -13.14% 12.36% 20.38% 30.39% 31.68%
S&P 500 -17.61% -17.61% 2.05% 20.38% 30.39% 31.68%
MSCI World -15.33% -15.33% 2.2% 20.38% 30.39% 31.68%

Risk and Return Metrics

Metric Wizefive Composite SP500 MSCI
Arithmetic Mean (monthly) 1.86% 0.48% 0.36%
Arithmetic Mean (annualized) -99.98% -100% -100%
Geometric Mean (monthly) 1.7% 0.38% 0.28%
Geometric Mean (annualized) -99.98% -100% -100%
Standard Deviation (monthly) 5.78% 4.43% 4.11%
Standard Deviation (annualized) 20.03% 15.36% 14.24%
Downside Deviation (monthly) 3.19% 3.16% 3.04%
Maximum Drawdown 24.76% 66.06% 60.52%
Benchmark Correlation 3.19 3.16 3.04
Beta(*) 0 1 0
Sharpe Ratio 0.32 0.11 0.09
Sortino Ratio 0.58 0.15 0.12
Safe Withdrawal Rate 0.07% 0.01% 0.01%
Perpetual Withdrawal Rate 0.07% 0.01% 0.01%
Positive Periods 193 190 197
Gain/Loss Ratio 1.43 0.98 0.88

Drawdowns for Wizefive Composite

Rank Start End Length Recovery By Recovery Time Underwater Period Drawdown
12000-10-312003-01-318222003-10-31273109524.76%
22007-12-312009-06-305472009-12-3118473118.93%
32004-01-302004-08-312142005-09-3039560917.23%
42011-01-312011-07-291792012-12-3152170015.6%
52006-01-312006-05-311202006-11-3018330315.41%
62009-12-312010-01-29292010-04-309112013.22%
72021-11-302022-01-31622023-03-3142448612.48%
82018-09-282018-10-31332019-12-3142645912.29%
92020-08-312020-10-30602020-12-316212212.12%
102010-11-302010-12-31312011-01-31316210.92%

Rolling Returns

Period WizeFive Composite S&P 500 MSCI World
Average High Low Average High Low Average High Low
1 years 25.73% 111.87% -20.4% 7.85% 57.28% -41.06% 6.47% 56.72% -40.08%
3 years 98.48% 236.05% -16.91% 26.43% 102.49% -50.41% 21.12% 93.31% -52.69%
5 years 230.48% 552.11% 1.77% 52.83% 133.15% -43.56% 38.67% 118.92% -40.1%
7 years 439.37% 981.21% 56.12% 81.93% 206.45% -55.97% 54.72% 140.22% -46%
10 years 1047.36% 2675.1% 132.35% 145.34% 395.99% -51.6% 91.45% 259.23% -43.23%
15 years 3276.22% 8081.14% 694.33% 253.7% 753.67% 2.98% 153.69% 457.86% -2.16%

Historical Market Stress Periods

Stress Period Start End Wizefive MSCI SP500
Russian Debt Default Jul 1998 Oct 1998 0.78% -2.53% -1.62%
Dotcom Crash Mar 2000 Oct 2002 0.78% -2.53% -1.62%
Subprime Crisis Nov 2007 Mar 2009 0.78% -2.53% -1.62%
COVID-19 Start Jan 2020 Mar 2020 0.78% -2.53% -1.62%

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 0% 0% 0%
Subprime Crisis Nov 2007 Mar 2009 0% 0% 0%
COVID-19 Start Jan 2020 Mar 2020 0% 0% 0%