Strategies
Four quantitative strategies on the S&P 500 — monthly or weekly, with or without algorithmic stop-loss protection. The figures below are historical and illustrative; past performance is not indicative of future results.
Performance summary
| Wizefive Monthly | Wizefive Weekly | VUG5 Monthly | VUG5 Weekly | |
|---|---|---|---|---|
| Starting balance | 10,000.00 € | 10,000.00 € | 10,000.00 € | 10,000.00 € |
| Ending balance | 3,726,189.79 € | 202.20 € | 1,551,586.89 € | 11,345,584.37 € |
| Annualized return | 24.77% | -3.31% | 20.75% | 30.08% |
| Standard deviation | 6.07% | 2.95% | 5.22% | 8.17% |
| Max drawdown | -24.77% 2026-06-30 → 2003-01-31 |
-99.27% 2000-03-31 → 2023-01-20 |
-28.32% 2026-06-30 → 2002-12-31 |
-26.69% 2026-06-30 → 2004-08-31 |
| Best year | 85.85% 2013-01-31 → 2013-12-31 |
35.17% 2026-04-03 → 2026-06-19 |
63.06% 2013-01-31 → 2013-12-31 |
129.52% 2013-01-31 → 2013-12-31 |
| Worst year | -19.35% 2002-01-31 → 2002-12-31 |
-48.62% 2011-12-30 → 2012-03-16 |
-19.35% 2002-01-31 → 2002-12-31 |
-19.46% 2002-01-31 → 2002-12-31 |
| Sharpe ratio | 1.16 | -0.27 | 1.14 | 1.07 |
| YTD | 67.78% | 31.87% | 47.37% | 51.24% |
Past performance is illustrative and not indicative of future results. General information only; it does not constitute personalized investment advice. Wizefive does not place any order on your behalf.
Wizefive Monthly
| Period | Performance |
|---|---|
| This month | 1.83% |
| 3 months | -0.15% |
| YTD | 52.04% |
| 12 months | 73.04% |
| 3 years | 133.78% |
| 5 years | 272.38% |
| 10 years | 1,783.84% |
Past performance is illustrative and not indicative of future results. General information only; it does not constitute personalized investment advice. Wizefive does not place any order on your behalf.
Wizefive Weekly
| Period | Performance |
|---|---|
| This month | -1.57% |
| 3 months | -0.20% |
| YTD | 31.87% |
| 12 months | -8.37% |
| 3 years | 31.87% |
| 5 years | 54.03% |
| 10 years | 94.49% |
Past performance is illustrative and not indicative of future results. General information only; it does not constitute personalized investment advice. Wizefive does not place any order on your behalf.
Wizefive Monthly + Stop-loss
| Period | Performance |
|---|---|
| This month | 2.87% |
| 3 months | 3.06% |
| YTD | 50.51% |
| 12 months | 71.38% |
| 3 years | 122.13% |
| 5 years | 225.57% |
| 10 years | 1,259.70% |
Past performance is illustrative and not indicative of future results. General information only; it does not constitute personalized investment advice. Wizefive does not place any order on your behalf.
Wizefive Weekly + Stop-loss
| Period | Performance |
|---|---|
| This month | -0.09% |
| 3 months | -5.98% |
| YTD | 53.37% |
| 12 months | 74.18% |
| 3 years | 152.69% |
| 5 years | 367.62% |
| 10 years | 3,171.68% |
Past performance is illustrative and not indicative of future results. General information only; it does not constitute personalized investment advice. Wizefive does not place any order on your behalf.