Selezione Omega
Risk Analysis 01/09/2018 To 02/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,67% | -1,71% | 2,1506 | -10,5099% | 0,7727 |
Omega 3 | -10,37% | -2,70% | 3,9947 | -18,1658% | 0,8262 |
Omega 4 | -4,66% | -1,18% | 5,6438 | -18,6986% | 0,9655 |
Omega 5 | 15,93% | 3,76% | 13,7544 | -30,7982% | 1,0704 |
Omega 6 | 47,71% | 10,23% | 20,0410 | -34,1986% | 1,1137 |

