AVGO: $275.60 ▲ 1.22 (0.44%)GE: $262.34 ▲ 6.92 (2.71%)NFLX: $1,261.95 ▲ 16.84 (1.35%)ORCL: $229.28 ▼ -1.28 (-0.56%)PLTR: $149.15 ▲ 7.05 (4.96%)ACN: $279.99 ▼ -1.07 (-0.38%)INTU: $752.75 ▲ 4.85 (0.65%)MRK: $83.67 ▲ 0.31 (0.37%)PEP: $135.57 ▲ 0.31 (0.23%)PM: $180.75 ▲ 0.84 (0.47%)TMO: $425.34 ▼ -9.52 (-2.19%)UBER: $93.89 ▼ -1.50 (-1.57%)UNH: $300.58 ▼ -3.52 (-1.16%)MSCIWORLD: $4,051.50 ▲ 4.66 (0.12%)^GSPC: $6,268.11 ▲ 8.36 (0.13%)XAUUSD: $3,345.29 ▲ 1.72 (0.05%)ASML.AS: $687.30 ▲ 3.40 (0.50%)NOVN.SW: $96.43 ▲ 0.20 (0.21%)OR.PA: $373.10 ▼ -0.75 (-0.20%)SAP.DE: $258.05 ▼ -0.70 (-0.27%)IEF: $94.28 ▼ -0.04 (-0.04%)IBM: $283.79 ▲ 0.20 (0.07%)NVDA: $164.07 ▼ -0.85 (-0.52%)AIR.PA: $183.00 ▼ -0.22 (-0.12%)BA.L: $1,910.50 ▲ 11.00 (0.58%)BATS.L: $3,850.00 ▲ 62.00 (1.64%)BBVA.MC: $13.00 ▲ 0.07 (0.50%)BNP.PA: $76.68 ▲ 0.08 (0.10%)CS.PA: $41.77 ▲ 0.08 (0.19%)DG.PA: $125.25 ▼ -0.55 (-0.44%)ENEL.MI: $7.96 ▼ -0.03 (-0.34%)IBE.MC: $15.71 ▲ 0.14 (0.87%)ISP.MI: $4.93 ▲ 0.01 (0.20%)RHM.DE: $1,880.00 ▲ 40.00 (2.17%)RR.L: $998.40 ▲ 10.40 (1.05%)SAF.PA: $281.20 ▲ 1.70 (0.61%)SAN.MC: $7.23 ▲ 0.02 (0.26%)SIE.DE: $220.30 ▼ -2.75 (-1.23%)UCG.MI: $58.24 ▲ 0.30 (0.52%)AMD: $146.24 ▼ -0.18 (-0.12%)DIS: $119.97 ▲ 0.10 (0.08%)JPM: $288.70 ▲ 1.84 (0.64%)META: $720.92 ▲ 3.41 (0.48%)MSFT: $503.02 ▼ -0.30 (-0.06%)ABI.BR: $57.98 ▲ 0.26 (0.45%)BAYN.DE: $27.51 ▲ 0.17 (0.62%)HSBA.L: $923.00 ▲ 12.50 (1.37%)INGA.AS: $19.36 ▼ -0.13 (-0.67%)NG.L: $1,049.00 ▲ 21.00 (2.04%)BA: $230.51 ▲ 3.67 (1.62%)ENR.DE: $92.04 ▲ 0.36 (0.39%)USD: $77.78 ▼ -0.85 (-1.08%)GEV: $555.04 ▲ 15.88 (2.95%)GS: $713.30 ▲ 8.35 (1.18%)WFC: $83.43 ▲ 0.88 (1.07%)ABBN.SW: $47.54 ▼ -0.09 (-0.19%)BP.L: $397.20 ▼ -4.85 (-1.21%)SU.PA: $223.65 ▼ -1.55 (-0.69%)UBSG.SW: $28.43 ▼ -0.03 (-0.11%)

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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