Selezione Omega – andamento a 3 anni


NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-7,90%-2,70%2,4132-10,5099%0,6710
Omega 3-13,32%-4,65%4,4290-18,1658%0,7196
Omega 4-9,41%-3,24%5,8075-18,6986%0,8987
Omega 511,16%3,58%14,1099-30,7982%1,0706
Omega 628,20%8,62%20,9500-34,1986%1,0988
Selezione Omega
Risk Analysis 03/07/2019 To 04/07/2022 – Daily Frequency – Aligned to Start Date

Lascia un commento