Selezione Omega
Risk Analysis 01/12/2016 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 27,19% | 4,09% | 12,2850 | -30,7982% | 1,0792 |
Omega 6 | 92,64% | 11,54% | 17,4984 | -34,1986% | 1,1406 |

