Selezione Omega
Risk Analysis 01/06/2018 To 02/06/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,27% | -1,34% | 2,1127 | -10,5099% | 0,8057 |
Omega 3 | -7,96% | -2,05% | 3,9381 | -18,1658% | 0,8618 |
Omega 4 | -7,59% | -1,95% | 5,5092 | -18,6986% | 0,9381 |
Omega 5 | 18,78% | 4,39% | 13,7197 | -30,7982% | 1,0806 |
Omega 6 | 54,82% | 11,54% | 19,9267 | -34,1986% | 1,1273 |

