Selezione Omega
Risk Analysis 27/10/2016 To 28/10/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 28,80% | 4,31% | 12,3181 | -30,7982% | 1,0824 |
Omega 6 | 91,41% | 11,42% | 17,5023 | -34,1986% | 1,1395 |

