Selezione Omega
Risk Analysis 31/03/2017 To 01/04/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,10% | -0,83% | 1,9054 | -10,5099% | 0,8601 |
Omega 3 | -5,08% | -1,04% | 3,5492 | -18,1658% | 0,9214 |
Omega 4 | -6,83% | -1,40% | 5,2632 | -18,6986% | 0,9549 |
Omega 5 | 25,98% | 4,73% | 12,8423 | -30,7982% | 1,0888 |
Omega 6 | 87,60% | 13,40% | 18,3013 | -34,1986% | 1,1569 |

