Selezione Omega
Risk Analysis 29/09/2017 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -8,06% | -1,67% | 1,9464 | -10,5099% | 0,7579 |
Omega 3 | -12,83% | -2,71% | 3,6430 | -18,1658% | 0,8129 |
Omega 4 | -4,46% | -0,91% | 5,4534 | -18,6986% | 0,9738 |
Omega 5 | 23,56% | 4,32% | 12,9208 | -30,7982% | 1,0810 |
Omega 6 | 59,43% | 9,77% | 18,6103 | -34,1986% | 1,1156 |

