Selezione Omega
Risk Analysis 27/02/2017 To 28/02/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -3,46% | -0,70% | 1,8956 | -10,5099% | 0,8789 |
Omega 3 | -5,40% | -1,10% | 3,5197 | -18,1658% | 0,9147 |
Omega 4 | -8,25% | -1,71% | 5,2812 | -18,6986% | 0,9445 |
Omega 5 | 20,45% | 3,79% | 12,8471 | -30,7982% | 1,0738 |
Omega 6 | 82,08% | 12,72% | 18,2360 | -34,1986% | 1,1508 |

