Selezione Omega
Risk Analysis 29/09/2021 To 30/09/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 |

