Selezione Omega
Risk Analysis 01/12/2021 To 02/12/2022 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 |

