Selezione Omega
Risk Analysis 31/03/2018 To 01/04/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,57% | -1,16% | 2,1150 | -10,5099% | 0,8291 |
Omega 3 | -6,64% | -1,70% | 3,9224 | -18,1658% | 0,8833 |
Omega 4 | -3,63% | -0,92% | 5,4696 | -18,6986% | 0,9728 |
Omega 5 | 26,92% | 6,14% | 13,6820 | -30,7982% | 1,1077 |
Omega 6 | 71,49% | 14,42% | 19,7313 | -34,1986% | 1,1563 |

