Selezione Omega
Risk Analysis 05/01/2018 To 06/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -7,76% | -1,60% | 1,9591 | -10,7809% | 0,7728 |
Omega 3 | -12,56% | -2,65% | 3,6545 | -18,1658% | 0,8195 |
Omega 4 | -11,99% | -2,52% | 5,7241 | -18,6986% | 0,9237 |
Omega 5 | 13,74% | 2,61% | 12,9653 | -30,7982% | 1,0536 |
Omega 6 | 51,07% | 8,60% | 18,6476 | -34,1986% | 1,1032 |

