Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 01/06/2021 To 02/06/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-3,59%-3,58%0,7918-3,8888%0,4172
Omega 3-5,09%-5,08%2,0125-6,3740%0,5761
Omega 4-5,34%-5,32%3,6004-7,9823%0,7689
Omega 56,88%6,86%8,6534-9,7919%1,1424
Omega 6-2,20%-2,19%14,6726-18,0315%0,9871

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