Selezione Omega
Risk Analysis 01/09/2019 To 02/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -8,92% | -3,06% | 2,4281 | -10,5099% | 0,6445 |
Omega 3 | -14,17% | -4,96% | 4,4403 | -18,1658% | 0,7065 |
Omega 4 | -8,62% | -2,96% | 5,8778 | -18,6986% | 0,9088 |
Omega 5 | 16,02% | 5,07% | 13,9787 | -30,7982% | 1,0942 |
Omega 6 | 34,45% | 10,36% | 20,7599 | -34,1986% | 1,1148 |

