Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,94% | -4,93% | 0,9650 | -5,3212% | 0,3386 |
Omega 3 | -7,86% | -7,84% | 2,3319 | -8,5041% | 0,4674 |
Omega 4 | -6,83% | -6,81% | 3,7505 | -8,5729% | 0,7253 |
Omega 5 | -2,09% | -2,09% | 8,9622 | -9,7919% | 0,9697 |
Omega 6 | -13,75% | -13,71% | 15,2170 | -22,2951% | 0,8630 |
Risk Analysis 03/07/2021 To 04/07/2022 – Daily Frequency – Aligned to Start Date

