Selezione Omega
Risk Analysis 01/09/2020 To 02/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,70% | -2,37% | 0,8705 | -5,4218% | 0,5812 |
Omega 3 | -6,61% | -3,36% | 1,9634 | -8,5041% | 0,7093 |
Omega 4 | 0,72% | 0,36% | 4,0704 | -9,2826% | 1,0192 |
Omega 5 | 15,73% | 7,57% | 8,5894 | -9,9620% | 1,1560 |
Omega 6 | 6,48% | 3,18% | 16,5526 | -22,2951% | 1,0467 |

