Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,44% | -1,65% | 2,1298 | -10,5099% | 0,7697 |
Omega 3 | -9,82% | -2,55% | 3,9769 | -18,1658% | 0,8322 |
Omega 4 | -7,65% | -1,97% | 5,5165 | -18,6986% | 0,9377 |
Omega 5 | 14,47% | 3,43% | 13,7241 | -30,7982% | 1,0658 |
Omega 6 | 43,18% | 9,38% | 20,0006 | -34,1986% | 1,1065 |
Risk Analysis 03/07/2018 To 04/07/2022 – Daily Frequency – Aligned to Start Date

