Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,91% | -1,42% | 1,9284 | -10,5099% | 0,7799 |
Omega 3 | -10,56% | -2,21% | 3,6078 | -18,1658% | 0,8403 |
Omega 4 | -7,73% | -1,60% | 5,2647 | -18,6986% | 0,9483 |
Omega 5 | 21,86% | 4,03% | 12,9109 | -30,7982% | 1,0766 |
Omega 6 | 66,64% | 10,75% | 18,5362 | -34,1986% | 1,1265 |
Risk Analysis 03/07/2017 To 04/07/2022 – Daily Frequency – Aligned to Start Date

