Selezione Omega
Risk Analysis 01/12/2015 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,91% | -0,72% | 1,6876 | -10,7809% | 0,8764 |
Omega 3 | -7,25% | -1,07% | 3,2594 | -18,1658% | 0,9222 |
Omega 4 | -9,89% | -1,48% | 5,6183 | -18,6986% | 0,9573 |
Omega 5 | 24,63% | 3,19% | 12,1320 | -30,7982% | 1,0636 |
Omega 6 | 93,07% | 9,85% | 17,0347 | -34,1986% | 1,1239 |

