Selezione Omega
Risk Analysis 27/02/2018 To 28/02/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,09% | -1,04% | 2,1036 | -10,5099% | 0,8424 |
Omega 3 | -7,17% | -1,84% | 3,8864 | -18,1658% | 0,8710 |
Omega 4 | -6,54% | -1,68% | 5,4905 | -18,6986% | 0,9466 |
Omega 5 | 17,46% | 4,10% | 13,7540 | -30,7982% | 1,0760 |
Omega 6 | 59,39% | 12,35% | 19,7471 | -34,1986% | 1,1365 |

