Selezione Omega
Risk Analysis 01/09/2021 To 02/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,29% | -5,27% | 1,1354 | -5,3682% | 0,4152 |
Omega 3 | -8,21% | -8,19% | 2,4945 | -8,5041% | 0,5103 |
Omega 4 | -4,12% | -4,11% | 4,5296 | -8,5729% | 0,8554 |
Omega 5 | -2,46% | -2,45% | 9,1536 | -9,9620% | 0,9648 |
Omega 6 | -12,27% | -12,24% | 15,3943 | -22,2951% | 0,8821 |

