Selezione Omega
Risk Analysis 05/01/2016 To 06/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,84% | -0,71% | 1,6878 | -10,7809% | 0,8785 |
Omega 3 | -6,68% | -0,98% | 3,2424 | -18,1658% | 0,9278 |
Omega 4 | -8,28% | -1,23% | 5,5577 | -18,6986% | 0,9647 |
Omega 5 | 26,87% | 3,46% | 12,0043 | -30,7982% | 1,0687 |
Omega 6 | 98,50% | 10,29% | 16,9809 | -34,1986% | 1,1292 |

