Selezione Omega
Risk Analysis 31/07/2018 To 01/08/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,84% | -1,49% | 2,1410 | -10,5099% | 0,7943 |
Omega 3 | -9,67% | -2,51% | 3,9847 | -18,1658% | 0,8359 |
Omega 4 | -7,19% | -1,85% | 5,6001 | -18,6986% | 0,9429 |
Omega 5 | 18,24% | 4,27% | 13,7090 | -30,7982% | 1,0788 |
Omega 6 | 54,14% | 11,41% | 19,9885 | -34,1986% | 1,1254 |

