Selezione Omega
Risk Analysis 01/06/2017 To 02/06/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,54% | -1,13% | 1,9111 | -10,5099% | 0,8173 |
Omega 3 | -8,18% | -1,69% | 3,5689 | -18,1658% | 0,8740 |
Omega 4 | -7,87% | -1,63% | 5,2685 | -18,6986% | 0,9473 |
Omega 5 | 26,54% | 4,82% | 12,9214 | -30,7982% | 1,0894 |
Omega 6 | 76,97% | 12,09% | 18,5004 | -34,1986% | 1,1408 |

