AVGO: $275.65 ▲ 6.30 (2.34%)GE: $257.39 ▲ 2.88 (1.13%)NFLX: $1,339.13 ▲ 16.01 (1.21%)ORCL: $218.63 ▲ 8.39 (3.99%)PLTR: $136.32 ▲ 5.58 (4.27%)INTU: $787.63 ▲ 11.06 (1.42%)PM: $182.13 ▲ 1.10 (0.61%)UBER: $93.30 ▲ 1.77 (1.93%)MSCIWORLD: $4,028.43 ▲ 1.99 (0.05%)^GSPC: $6,204.95 ▲ 31.88 (0.52%)XAUUSD: $3,321.13 ▲ 18.12 (0.55%)ASML.AS: $677.60 ▼ -4.90 (-0.72%)NOVN.SW: $96.17 ▼ -0.01 (-0.01%)OR.PA: $363.10 ▲ 7.95 (2.24%)SAP.DE: $258.15 ▲ 0.15 (0.06%)ENR.DE: $98.06 ▲ 2.56 (2.68%)RHM.DE: $1,797.00 ▲ 46.00 (2.63%)ZS: $313.94 ▼ -1.38 (-0.44%)GEV: $529.15 ▲ 9.49 (1.83%)IEF: $95.77 ▲ 0.38 (0.40%)IBM: $294.78 ▲ 5.08 (1.75%)NVDA: $157.99 ▲ 0.24 (0.15%)AIR.PA: $177.26 ▼ -0.94 (-0.53%)BA.L: $1,886.50 ▲ 24.50 (1.32%)BATS.L: $3,463.00 ▲ 33.00 (0.96%)BBVA.MC: $13.06 ▲ 0.05 (0.35%)BNP.PA: $76.32 ▼ -0.58 (-0.75%)CS.PA: $41.67 ▼ -0.29 (-0.69%)DG.PA: $125.10 ▲ 0.10 (0.08%)ENEL.MI: $8.06 ▼ -0.01 (-0.11%)IBE.MC: $16.29 ▼ -0.04 (-0.21%)ISP.MI: $4.89 ▲ 0.01 (0.28%)RR.L: $967.60 ▲ 13.40 (1.40%)SAF.PA: $275.90 ▲ 3.70 (1.36%)SAN.MC: $7.03 ▼ -0.01 (-0.14%)SIE.DE: $217.65 ▼ -5.10 (-2.29%)UCG.MI: $56.91 ▲ 0.39 (0.69%)AMD: $141.90 ▼ -1.91 (-1.33%)DIS: $124.01 ▲ 1.67 (1.37%)JPM: $289.91 ▲ 2.80 (0.98%)META: $738.09 ▲ 4.46 (0.61%)MSFT: $497.41 ▲ 1.47 (0.30%)ABI.BR: $58.24 ▼ -0.52 (-0.88%)BAYN.DE: $25.54 ▼ -1.44 (-5.34%)HSBA.L: $881.80 ▼ -2.50 (-0.28%)INGA.AS: $18.63 ▼ -0.20 (-1.04%)NG.L: $1,061.50 ▼ -2.00 (-0.19%)GS: $707.75 ▲ 16.94 (2.45%)SU.PA: $225.80 ▼ -4.20 (-1.83%)

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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