Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 01/12/2021 To 02/12/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,74%-4,72%1,2348-5,8846%0,5059
Omega 3-7,31%-7,29%2,6581-9,1177%0,5935
Omega 4-7,68%-7,66%6,5066-9,1799%0,8151
Omega 5-5,06%-5,05%9,1287-9,2302%0,9201
Omega 6-13,74%-13,71%15,1624-19,9039%0,8645

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