Selezione Omega
Risk Analysis 01/09/2017 To 02/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -7,27% | -1,50% | 1,9465 | -10,5099% | 0,7785 |
Omega 3 | -11,28% | -2,36% | 3,6262 | -18,1658% | 0,8326 |
Omega 4 | -4,18% | -0,85% | 5,3578 | -18,6986% | 0,9752 |
Omega 5 | 27,70% | 5,01% | 12,8986 | -30,7982% | 1,0923 |
Omega 6 | 71,79% | 11,42% | 18,5648 | -34,1986% | 1,1329 |

