Selezione Omega
Risk Analysis 27/10/2018 To 28/10/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -7,14% | -1,83% | 2,1568 | -10,7809% | 0,7618 |
Omega 3 | -10,78% | -2,81% | 4,0100 | -18,1658% | 0,8215 |
Omega 4 | -2,36% | -0,59% | 5,8237 | -18,6986% | 0,9861 |
Omega 5 | 27,18% | 6,19% | 13,5013 | -30,7982% | 1,1093 |
Omega 6 | 59,83% | 12,43% | 19,8748 | -34,1986% | 1,1352 |

