Selezione Omega
Risk Analysis 31/03/2020 To 01/04/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | 0,97% | 0,48% | 0,8267 | -2,9019% | 1,1232 |
Omega 3 | 2,66% | 1,32% | 1,8350 | -4,7196% | 1,1485 |
Omega 4 | 3,67% | 1,82% | 4,1911 | -6,4116% | 1,0810 |
Omega 5 | 35,30% | 16,29% | 9,2388 | -9,7919% | 1,3247 |
Omega 6 | 61,75% | 27,14% | 18,2192 | -17,7248% | 1,2713 |

