Selezione Omega
Risk Analysis 29/09/2016 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -7,15% | -1,23% | 1,7930 | -10,5099% | 0,8005 |
Omega 3 | -12,25% | -2,15% | 3,4043 | -18,1658% | 0,8438 |
Omega 4 | -3,47% | -0,59% | 5,4350 | -18,6986% | 0,9851 |
Omega 5 | 31,85% | 4,71% | 12,3123 | -30,7982% | 1,0891 |
Omega 6 | 89,58% | 11,24% | 17,4813 | -34,1986% | 1,1379 |

