Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 01/06/2020 To 02/06/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-2,01%-1,01%0,7187-3,8888%0,7679
Omega 3-1,68%-0,84%1,7575-6,3740%0,9144
Omega 4-2,05%-1,03%4,0125-8,6965%0,9605
Omega 522,47%10,65%8,6400-9,7919%1,2223
Omega 629,17%13,63%17,3180-18,0315%1,1494

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