Selezione Omega
Risk Analysis 29/09/2018 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -7,47% | -1,92% | 2,1545 | -10,5099% | 0,7506 |
Omega 3 | -11,93% | -3,12% | 4,0123 | -18,1658% | 0,8034 |
Omega 4 | -4,54% | -1,15% | 5,7603 | -18,6986% | 0,9676 |
Omega 5 | 14,75% | 3,50% | 13,7743 | -30,7982% | 1,0662 |
Omega 6 | 38,88% | 8,55% | 20,0765 | -34,1986% | 1,0979 |

