Selezione Omega
Risk Analysis 01/06/2021 To 02/06/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 6,88% | 6,86% | 8,6534 | -9,7919% | 1,1424 |
Omega 6 | -2,20% | -2,19% | 14,6726 | -18,0315% | 0,9871 |

