Selezione Omega
Risk Analysis 29/09/2015 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,18% | -0,76% | 1,6805 | -10,5099% | 0,8678 |
Omega 3 | -6,12% | -0,90% | 3,2640 | -18,1658% | 0,9352 |
Omega 4 | 1,18% | 0,17% | 5,4402 | -18,6986% | 1,0107 |
Omega 5 | 44,11% | 5,36% | 12,2340 | -30,7982% | 1,0982 |
Omega 6 | 117,36% | 11,72% | 17,0943 | -34,1986% | 1,1442 |

