Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,14% | -2,09% | 0,7685 | -5,3212% | 0,5756 |
Omega 3 | -5,20% | -2,63% | 1,9134 | -8,5041% | 0,7592 |
Omega 4 | -4,21% | -2,13% | 3,8548 | -9,2826% | 0,9122 |
Omega 5 | 12,93% | 6,26% | 8,4872 | -9,7919% | 1,1327 |
Omega 6 | 10,74% | 5,23% | 17,1485 | -22,2951% | 1,0670 |
Risk Analysis 03/07/2020 To 04/07/2022 – Daily Frequency – Aligned to Start Date

