Selezione Omega – andamento a 6 anni


Selezione Omega
Risk Analysis 01/12/2016 To 02/12/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-6,23%-1,07%1,7977-10,7809%0,8275
Omega 3-8,76%-1,51%3,3841-18,1658%0,8876
Omega 4-9,15%-1,59%5,6465-18,6986%0,9535
Omega 527,19%4,09%12,2850-30,7982%1,0792
Omega 692,64%11,54%17,4984-34,1986%1,1406

Lascia un commento