Selezione Omega
Risk Analysis 05/01/2020 To 06/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -9,31% | -3,20% | 2,4394 | -10,7809% | 0,6390 |
Omega 3 | -14,78% | -5,19% | 4,4727 | -18,1658% | 0,7040 |
Omega 4 | -14,42% | -5,05% | 6,3858 | -18,6986% | 0,8574 |
Omega 5 | 4,81% | 1,58% | 13,9717 | -30,7982% | 1,0393 |
Omega 6 | 19,94% | 6,24% | 20,7759 | -34,1986% | 1,0769 |

