Selezione Omega
Risk Analysis 29/09/2020 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,44% | -2,76% | 0,8854 | -6,2609% | 0,5400 |
Omega 3 | -7,57% | -3,85% | 2,0194 | -9,6266% | 0,6822 |
Omega 4 | 2,48% | 1,23% | 4,3135 | -9,2826% | 1,0558 |
Omega 5 | 15,26% | 7,35% | 8,4246 | -9,9620% | 1,1544 |
Omega 6 | 4,65% | 2,29% | 16,0090 | -22,2951% | 1,0377 |

