Selezione Omega
Risk Analysis 27/10/2015 To 28/10/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,55% | -0,81% | 1,6824 | -10,7809% | 0,8594 |
Omega 3 | -7,55% | -1,11% | 3,2604 | -18,1658% | 0,9190 |
Omega 4 | -5,03% | -0,73% | 5,4880 | -18,6986% | 0,9806 |
Omega 5 | 30,79% | 3,91% | 12,1601 | -30,7982% | 1,0750 |
Omega 6 | 103,90% | 10,71% | 17,0365 | -34,1986% | 1,1334 |

