Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 05/01/2021 To 06/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,71%-2,89%0,9511-6,5991%0,5572
Omega 3-8,69%-4,44%2,0434-9,8868%0,6468
Omega 4-8,15%-4,16%5,1770-11,3469%0,8644
Omega 54,98%2,45%8,4269-12,0370%1,0549
Omega 6-5,98%-3,03%15,4144-22,2951%0,9798

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