Selezione Omega
Risk Analysis 31/07/2019 To 01/08/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 15,67% | 4,96% | 14,1271 | -30,7982% | 1,0918 |
Omega 6 | 35,00% | 10,51% | 21,0116 | -34,1986% | 1,1150 |

