Selezione Omega
Risk Analysis 27/02/2021 To 28/02/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -1,70% | -1,70% | 0,5962 | -2,1803% | 0,5772 |
Omega 3 | -2,90% | -2,90% | 1,5001 | -4,3624% | 0,6599 |
Omega 4 | -3,58% | -3,57% | 3,3622 | -5,3752% | 0,8213 |
Omega 5 | 6,02% | 6,00% | 8,2978 | -9,7919% | 1,1305 |
Omega 6 | -3,15% | -3,14% | 15,8222 | -17,6698% | 0,9796 |

