Selezione Omega
Risk Analysis 01/12/2019 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -8,73% | -2,99% | 2,4398 | -10,7809% | 0,6584 |
Omega 3 | -14,15% | -4,95% | 4,4716 | -18,1658% | 0,7156 |
Omega 4 | -13,53% | -4,73% | 6,3927 | -18,6986% | 0,8672 |
Omega 5 | 8,56% | 2,77% | 13,9773 | -30,7982% | 1,0580 |
Omega 6 | 25,63% | 7,89% | 20,7740 | -34,1986% | 1,0921 |

