Selezione Omega
Risk Analysis 05/01/2021 To 06/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 4,98% | 2,45% | 8,4269 | -12,0370% | 1,0549 |
Omega 6 | -5,98% | -3,03% | 15,4144 | -22,2951% | 0,9798 |

