Selezione Omega
Risk Analysis 01/12/2018 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,77% | -1,47% | 2,1587 | -10,7809% | 0,8051 |
Omega 3 | -8,42% | -2,17% | 3,9858 | -18,1658% | 0,8583 |
Omega 4 | -6,46% | -1,66% | 5,9878 | -18,6986% | 0,9533 |
Omega 5 | 23,99% | 5,52% | 13,2294 | -30,7982% | 1,1007 |
Omega 6 | 56,18% | 11,78% | 19,5138 | -34,1986% | 1,1312 |

