Selezione Omega
Risk Analysis 31/07/2017 To 01/08/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,35% | -1,30% | 1,9385 | -10,5099% | 0,8011 |
Omega 3 | -10,07% | -2,10% | 3,6158 | -18,1658% | 0,8488 |
Omega 4 | -6,08% | -1,25% | 5,3331 | -18,6986% | 0,9612 |
Omega 5 | 27,61% | 4,99% | 12,9006 | -30,7982% | 1,0922 |
Omega 6 | 75,74% | 11,93% | 18,5640 | -34,1986% | 1,1381 |

