Selezione Omega
Risk Analysis 31/07/2021 To 01/08/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,40% | -4,38% | 1,0668 | -5,3212% | 0,4435 |
Omega 3 | -7,11% | -7,10% | 2,4151 | -8,5041% | 0,5321 |
Omega 4 | -5,04% | -5,02% | 4,2532 | -8,5729% | 0,8113 |
Omega 5 | 0,72% | 0,72% | 8,8774 | -9,9620% | 1,0205 |
Omega 6 | -7,60% | -7,58% | 15,1569 | -22,2951% | 0,9295 |

