Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 11,16% | 3,58% | 14,1099 | -30,7982% | 1,0706 |
Omega 6 | 28,20% | 8,62% | 20,9500 | -34,1986% | 1,0988 |
Risk Analysis 03/07/2019 To 04/07/2022 – Daily Frequency – Aligned to Start Date

