Selezione Omega
Risk Analysis 29/09/2019 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -9,42% | -3,24% | 2,4293 | -10,5099% | 0,6289 |
Omega 3 | -15,22% | -5,35% | 4,4605 | -18,1658% | 0,6919 |
Omega 4 | -9,02% | -3,10% | 5,9531 | -18,6986% | 0,9056 |
Omega 5 | 13,97% | 4,45% | 13,9778 | -30,7982% | 1,0845 |
Omega 6 | 27,57% | 8,45% | 20,7879 | -34,1986% | 1,0972 |

