Selezione Omega
Risk Analysis 27/02/2020 To 28/02/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,13% | -3,11% | 2,8555 | -10,1332% | 0,6452 |
Omega 3 | -10,25% | -5,26% | 5,1671 | -17,0866% | 0,7066 |
Omega 4 | -9,87% | -5,06% | 6,2379 | -15,6618% | 0,8423 |
Omega 5 | 13,33% | 6,45% | 15,5848 | -23,4282% | 1,1129 |
Omega 6 | 30,30% | 14,12% | 23,2179 | -25,5164% | 1,1388 |

