Selezione Omega
Risk Analysis 31/03/2016 To 01/04/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -2,48% | -0,42% | 1,7567 | -10,5099% | 0,9236 |
Omega 3 | -3,49% | -0,59% | 3,3581 | -18,1658% | 0,9570 |
Omega 4 | 0,80% | 0,13% | 5,2894 | -18,6986% | 1,0097 |
Omega 5 | 45,36% | 6,43% | 12,2557 | -30,7982% | 1,1189 |
Omega 6 | 135,81% | 15,36% | 17,2656 | -34,1986% | 1,1865 |

