Selezione Omega
Risk Analysis 01/09/2016 To 02/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,27% | -1,07% | 1,7898 | -10,5099% | 0,8221 |
Omega 3 | -10,89% | -1,90% | 3,4052 | -18,1658% | 0,8613 |
Omega 4 | -4,33% | -0,73% | 5,3593 | -18,6986% | 0,9797 |
Omega 5 | 33,47% | 4,93% | 12,3196 | -30,7982% | 1,0925 |
Omega 6 | 101,38% | 12,37% | 17,4645 | -34,1986% | 1,1503 |

