MSCIWORLD: $3,707.30 ▼ -1.89 (-0.05%)^GSPC: $5,712.20 ▼ -64.46 (-1.12%)ALV.DE: $355.20 ▼ -1.00 (-0.28%)BBVA.MC: $13.33 ▼ -0.12 (-0.86%)BNP.PA: $80.40 ▼ -1.18 (-1.45%)CFR.SW: $161.75 ▼ -0.35 (-0.22%)DTE.DE: $33.55 ▲ 0.15 (0.45%)EL.PA: $273.20 ▼ -4.00 (-1.44%)HOLN.SW: $100.65 ▼ -0.30 (-0.30%)HSBA.L: $895.70 ▲ 6.30 (0.71%)ISP.MI: $4.90 ▼ -0.04 (-0.77%)RMS.PA: $2,472.00 ▼ -40.00 (-1.59%)RR.L: $801.60 ▼ -0.20 (-0.02%)SAF.PA: $250.80 ▼ -3.10 (-1.22%)SAP.DE: $250.10 ▼ -8.65 (-3.34%)SIE.DE: $224.50 ▼ -4.40 (-1.92%)UCG.MI: $55.02 ▼ -0.26 (-0.47%)ABT: $126.61 ▲ 1.01 (0.80%)NFLX: $970.65 ▼ -26.63 (-2.67%)PM: $154.33 ▲ 2.12 (1.39%)V: $344.18 ▼ -0.44 (-0.13%)WFC: $73.47 ▼ -0.77 (-1.04%)IEF: $94.41 ▼ -0.22 (-0.23%)TLT: $89.17 ▼ -0.59 (-0.66%)XAUUSD: $3,021.25 ▲ 1.38 (0.05%)AZN.L: $11,232.00 ▼ -84.00 (-0.74%)GSK.L: $1,475.50 ▼ -10.50 (-0.71%)MC.PA: $594.50 ▼ -3.80 (-0.64%)SAN.PA: $101.46 ▼ -2.26 (-2.18%)NESN.SW: $88.94 ▲ 0.10 (0.11%)NOVN.SW: $97.28 ▼ -0.60 (-0.61%)ADBE: $397.81 ▼ -5.83 (-1.44%)AMD: $110.19 ▼ -4.62 (-4.02%)MRK: $88.11 ▲ 0.24 (0.27%)PLTR: $92.28 ▼ -4.22 (-4.37%)T: $27.65 ▲ 0.34 (1.24%)TMO: $513.67 ▼ -0.67 (-0.13%)UNH: $518.20 ▲ 4.77 (0.93%)COST: $929.75 ▼ -0.51 (-0.05%)CSCO: $61.80 ▲ 0.81 (1.33%)GE: $207.37 ▼ -4.76 (-2.24%)GS: $573.92 ▼ -12.02 (-2.05%)IBM: $250.34 ▲ 0.44 (0.18%)ISRG: $509.03 ▼ -10.78 (-2.07%)JPM: $251.03 ▼ -0.10 (-0.04%)MA: $549.07 ▲ 3.91 (0.72%)META: $610.98 ▼ -15.33 (-2.45%)WMT: $85.21 ▲ 0.45 (0.53%)ABBV: $201.30 ▼ -0.04 (-0.02%)GILD: $109.27 ▲ 1.38 (1.28%)PGR: $272.54 ▼ -1.89 (-0.69%)CVX: $167.97 ▲ 2.03 (1.22%)JNJ: $161.72 ▲ 0.70 (0.43%)XOM: $118.27 ▲ 1.68 (1.44%)USDEUR: $0.93 ▲ 0.00 (0.00%)SAN.MC: $6.50 ▼ -0.12 (-1.77%)ZURN.SW: $621.40 ▲ 3.00 (0.49%)AIR.PA: $170.54 ▼ -1.78 (-1.03%)MUV2.DE: $585.80 ▲ 0.40 (0.07%)

Performance Summary

Metric WizeFive Composite S&P 500 MSCI World
Start Balance 10,000.00 10,000.00 10,000.00
End Balance 1,612,533.33 37,528.96 27,147.73
Annualized Return (CAGR) 22.38% 5.4% 4.05%
Standard Deviation 5.76% 4.42% 4.1%
Best Period 26.98% 14.67% 12.76%
Worst Period -12.29% -12.61% -13.43%
Maximum Drawdown 24.95% 66.06% 60.52%
Sharpe Ratio 0.32 0.11 0.09
Sortino Ratio 0.59 0.16 0.13

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 -11.97% -11.76% 6.67% 22.42% 31.86% 31.01%
S&P 500 -9.57% -11.91% 5.76% 22.42% 31.86% 31.01%
MSCI World -5.8% -9.25% 6.54% 22.42% 31.86% 31.01%

Risk and Return Metrics

Metric Wizefive Composite SP500 MSCI
Arithmetic Mean (monthly) 1.85% 0.5% 0.39%
Arithmetic Mean (annualized) -99.98% -99.99% -100%
Geometric Mean (monthly) 1.69% 0.4% 0.3%
Geometric Mean (annualized) -99.98% -100% -100%
Standard Deviation (monthly) 5.76% 4.42% 4.1%
Standard Deviation (annualized) 19.94% 15.32% 14.19%
Downside Deviation (monthly) 3.14% 3.16% 3.03%
Maximum Drawdown 24.95% 66.06% 60.52%
Benchmark Correlation 3.14 3.16 3.03
Beta(*) 0 1 0
Sharpe Ratio 0.32 0.11 0.09
Sortino Ratio 0.59 0.16 0.13
Safe Withdrawal Rate 0.07% 0.01% 0.01%
Perpetual Withdrawal Rate 0.07% 0.01% 0.01%
Positive Periods 191 190 197
Gain/Loss Ratio 1.46 0.99 0.88

Drawdowns for Wizefive Composite

Rank Start End Length Recovery By Recovery Time Underwater Period Drawdown
12000-04-282003-01-3110082003-10-31273128124.95%
22007-12-312009-06-305472009-12-3118473118.46%
32004-01-302004-08-312142005-07-2933254617.16%
42011-01-312011-07-291792012-12-3152170015.67%
52006-01-312006-05-311202006-11-3018330315.31%
62021-11-302022-01-31622023-03-3142448612.48%
72018-09-282018-10-31332019-12-3142645912.29%
82020-08-312020-10-30602020-12-316212212.12%
92009-12-312010-01-29292010-03-31619011.63%
102014-02-282014-04-30612014-09-3015321410.86%

Rolling Returns

Period WizeFive Composite S&P 500 MSCI World
Average High Low Average High Low Average High Low
1 years 25.7% 111.87% -20.1% 7.87% 57.28% -41.06% 6.5% 56.72% -40.08%
3 years 98.42% 236.05% -18.05% 26.47% 102.49% -50.41% 21.15% 93.31% -52.69%
5 years 230.03% 552.11% 2.73% 52.68% 133.15% -43.56% 38.5% 122.07% -40.1%
7 years 438.55% 981.21% 50.52% 81.7% 206.45% -55.97% 54.52% 140.22% -46%
10 years 1045.73% 2675.1% 125.19% 145.18% 395.99% -51.6% 91.32% 259.23% -43.23%
15 years 3264.81% 8205.16% 674.13% 251.94% 753.67% 2.98% 152.69% 457.86% -2.16%

Historical Market Stress Periods

Stress Period Start End Wizefive MSCI SP500
Russian Debt Default Jul 1998 Oct 1998 2.26% -2.53% -1.62%
Dotcom Crash Mar 2000 Oct 2002 2.26% -2.53% -1.62%
Subprime Crisis Nov 2007 Mar 2009 2.26% -2.53% -1.62%
COVID-19 Start Jan 2020 Mar 2020 2.26% -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%