Selezione Omega
Risk Analysis 31/03/2019 To 01/04/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,23% | -1,43% | 2,3933 | -10,5099% | 0,8076 |
Omega 3 | -6,53% | -2,22% | 4,3768 | -18,1658% | 0,8551 |
Omega 4 | -2,93% | -0,98% | 5,7628 | -18,6986% | 0,9718 |
Omega 5 | 25,66% | 7,90% | 14,1193 | -30,7982% | 1,1377 |
Omega 6 | 54,59% | 15,61% | 20,8372 | -34,1986% | 1,1628 |

