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 | 3,240,500.81 € | 9,685.87 € | 1,699,048.53 € | 13,709,879.50 € |
| Annualized return | 24.29% | -0.03% | 21.38% | 31.33% |
| Standard deviation | 6.02% | 0.03% | 5.11% | 8.09% |
| Max drawdown | -24.77% 2026-06-30 → 2003-01-31 |
-4.24% 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 |
0.32% 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 |
-0.58% 2011-12-30 → 2012-03-16 |
-19.35% 2002-01-31 → 2002-12-31 |
-19.46% 2002-01-31 → 2002-12-31 |
| Sharpe ratio | 1.15 | -0.27 | 1.19 | 1.11 |
| YTD | 45.91% | 0.36% | 61.38% | 82.76% |
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 | 10.88% |
| 3 months | 42.32% |
| YTD | 69.08% |
| 12 months | 99.82% |
| 3 years | 177.92% |
| 5 years | 333.86% |
| 10 years | 2,344.78% |
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 | 0.00% |
| 3 months | -0.02% |
| YTD | 0.36% |
| 12 months | 0.27% |
| 3 years | 0.36% |
| 5 years | 0.63% |
| 10 years | 0.84% |
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 Monthly + Stop-loss
| Period | Performance |
|---|---|
| This month | 10.26% |
| 3 months | 38.84% |
| YTD | 61.38% |
| 12 months | 90.07% |
| 3 years | 153.41% |
| 5 years | 265.66% |
| 10 years | 1,513.66% |
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 | 12.03% |
| 3 months | 48.49% |
| YTD | 82.76% |
| 12 months | 116.96% |
| 3 years | 224.66% |
| 5 years | 483.57% |
| 10 years | 4,897.04% |
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.