Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,71% | -0,98% | 1,7732 | -10,5099% | 0,8309 |
Omega 3 | -9,70% | -1,69% | 3,3974 | -18,1658% | 0,8759 |
Omega 4 | -6,31% | -1,08% | 5,3014 | -18,6986% | 0,9675 |
Omega 5 | 30,98% | 4,60% | 12,3071 | -30,7982% | 1,0874 |
Omega 6 | 100,27% | 12,27% | 17,4068 | -34,1986% | 1,1505 |
Risk Analysis 03/07/2016 To 04/07/2022 – Daily Frequency – Aligned to Start Date

