“Selezione Omega
Risk Analysis 27/02/2019 To 28/02/2022 – Daily Frequency – Aligned to Start Date”
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -3,19% | -1,07% | 2,3810 | -10,5099% | 0,8488 |
Omega 3 | -5,91% | -2,01% | 4,3346 | -18,1658% | 0,8654 |
Omega 4 | -2,43% | -0,81% | 5,7227 | -18,6986% | 0,9772 |
Omega 5 | 23,81% | 7,37% | 14,0919 | -30,7982% | 1,1303 |
Omega 6 | 52,50% | 15,09% | 20,7551 | -34,1986% | 1,1593 |

