Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 29/09/2021 To 30/09/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-6,00%-5,98%1,1594-6,0305%0,3863
Omega 3-9,36%-9,34%2,6029-9,3108%0,4893
Omega 4-2,76%-2,75%5,0785-8,5729%0,9138
Omega 5-0,83%-0,82%9,0591-9,9620%0,9928
Omega 6-12,85%-12,82%15,3939-22,2951%0,8763

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