Selezione Omega
Risk Analysis 01/12/2020 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,31% | -2,69% | 0,9376 | -6,5991% | 0,5725 |
Omega 3 | -8,05% | -4,10% | 2,0338 | -9,8868% | 0,6679 |
Omega 4 | -5,74% | -2,91% | 5,1484 | -9,9775% | 0,9042 |
Omega 5 | 10,13% | 4,93% | 8,3147 | -9,9620% | 1,1065 |
Omega 6 | -0,71% | -0,35% | 15,4046 | -22,2951% | 1,0091 |

