Selezione Omega
Risk Analysis 01/06/2016 To 02/06/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,24% | -0,72% | 1,7612 | -10,5099% | 0,8718 |
Omega 3 | -5,92% | -1,01% | 3,3720 | -18,1658% | 0,9249 |
Omega 4 | -4,34% | -0,74% | 5,3258 | -18,6986% | 0,9794 |
Omega 5 | 39,39% | 5,69% | 12,3094 | -30,7982% | 1,1056 |
Omega 6 | 115,71% | 13,66% | 17,3882 | -34,1986% | 1,1661 |

