Selezione Omega
Risk Analysis 01/06/2020 To 02/06/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 22,47% | 10,65% | 8,6400 | -9,7919% | 1,2223 |
Omega 6 | 29,17% | 13,63% | 17,3180 | -18,0315% | 1,1494 |

