Selezione Omega
Risk Analysis 27/02/2016 To 28/02/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -1,11% | -0,19% | 1,7509 | -10,5099% | 0,9665 |
Omega 3 | -2,12% | -0,36% | 3,3406 | -18,1658% | 0,9754 |
Omega 4 | 0,08% | 0,01% | 5,2871 | -18,6986% | 1,0054 |
Omega 5 | 39,75% | 5,73% | 12,2558 | -30,7982% | 1,1073 |
Omega 6 | 129,78% | 14,86% | 17,2068 | -34,1986% | 1,1818 |

