Selezione Omega – andamento a 3 anni


Selezione Omega
Risk Analysis 31/07/2019 To 01/08/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-7,59%-2,59%2,4214-10,5099%0,6861
Omega 3-12,67%-4,41%4,4333-18,1658%0,7335
Omega 4-9,31%-3,20%5,9021-18,6986%0,9016
Omega 515,67%4,96%14,1271-30,7982%1,0918
Omega 635,00%10,51%21,0116-34,1986%1,1150

Lascia un commento