Selezione Omega
Risk Analysis 31/07/2020 To 01/08/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -3,69% | -1,86% | 0,8248 | -5,3212% | 0,6356 |
Omega 3 | -5,47% | -2,77% | 1,9300 | -8,5041% | 0,7490 |
Omega 4 | -1,42% | -0,71% | 4,0005 | -9,2826% | 0,9728 |
Omega 5 | 19,69% | 9,39% | 8,4660 | -9,9620% | 1,1992 |
Omega 6 | 18,16% | 8,69% | 16,7040 | -22,2951% | 1,1029 |

