Selezione Omega
Risk Analysis 01/12/2017 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -7,54% | -1,56% | 1,9563 | -10,7809% | 0,7768 |
Omega 3 | -12,06% | -2,54% | 3,6504 | -18,1658% | 0,8257 |
Omega 4 | -10,10% | -2,11% | 5,7263 | -18,6986% | 0,9370 |
Omega 5 | 20,21% | 3,75% | 12,9475 | -30,7982% | 1,0717 |
Omega 6 | 62,06% | 10,13% | 18,6084 | -34,1986% | 1,1190 |

