Selezione Omega
Risk Analysis 27/10/2017 To 28/10/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -8,22% | -1,70% | 1,9502 | -10,7809% | 0,7558 |
Omega 3 | -13,13% | -2,77% | 3,6485 | -18,1658% | 0,8099 |
Omega 4 | -7,97% | -1,65% | 5,5517 | -18,6986% | 0,9500 |
Omega 5 | 19,46% | 3,62% | 12,9387 | -30,7982% | 1,0697 |
Omega 6 | 56,38% | 9,35% | 18,6158 | -34,1986% | 1,1111 |

