Selezione Omega
Risk Analysis 31/07/2016 To 01/08/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,19% | -0,88% | 1,7822 | -10,5099% | 0,8488 |
Omega 3 | -9,68% | -1,68% | 3,4024 | -18,1658% | 0,8766 |
Omega 4 | -5,76% | -0,98% | 5,3533 | -18,6986% | 0,9712 |
Omega 5 | 33,57% | 4,94% | 12,3098 | -30,7982% | 1,0930 |
Omega 6 | 105,44% | 12,74% | 17,4326 | -34,1986% | 1,1551 |

