Selezione omega – andamento a 6 anni


Selezione Omega
Risk Analysis 27/10/2016 To 28/10/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-7,18%-1,23%1,7964-10,7809%0,8018
Omega 3-11,15%-1,95%3,4006-18,1658%0,8577
Omega 4-6,55%-1,12%5,5144-18,6986%0,9677
Omega 528,80%4,31%12,3181-30,7982%1,0824
Omega 691,41%11,42%17,5023-34,1986%1,1395

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