Selezione Omega
Risk Analysis 05/01/2019 To 06/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,44% | -1,39% | 2,1541 | -10,7809% | 0,8140 |
Omega 3 | -7,59% | -1,95% | 3,9673 | -18,1658% | 0,8707 |
Omega 4 | -4,42% | -1,12% | 5,8916 | -18,6986% | 0,9691 |
Omega 5 | 31,55% | 7,09% | 12,9220 | -30,7982% | 1,1297 |
Omega 6 | 66,17% | 13,53% | 19,2122 | -34,1986% | 1,1507 |

