Selezione Omega
Risk Analysis 27/10/2020 To 28/10/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,77% | -2,92% | 0,9036 | -6,5991% | 0,5304 |
Omega 3 | -7,97% | -4,06% | 2,0356 | -9,8868% | 0,6714 |
Omega 4 | -1,02% | -0,51% | 4,6336 | -9,2826% | 0,9844 |
Omega 5 | 13,55% | 6,55% | 8,4275 | -9,9620% | 1,1388 |
Omega 6 | 3,30% | 1,64% | 15,9557 | -22,2951% | 1,0310 |

