Selezione Omega
Risk Analysis 27/10/2019 To 28/10/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -9,37% | -3,22% | 2,4328 | -10,7809% | 0,6337 |
Omega 3 | -14,86% | -5,22% | 4,4667 | -18,1658% | 0,7009 |
Omega 4 | -10,21% | -3,52% | 6,1026 | -18,6986% | 0,8958 |
Omega 5 | 13,16% | 4,20% | 13,9461 | -30,7982% | 1,0808 |
Omega 6 | 29,32% | 8,94% | 20,7368 | -34,1986% | 1,1021 |

