Selezione Omega
Risk Analysis 05/01/2022 To 06/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,98% | -4,97% | 1,2545 | -5,8118% | 0,4989 |
Omega 3 | -8,06% | -8,04% | 2,6795 | -9,1177% | 0,5678 |
Omega 4 | -9,82% | -9,79% | 6,4733 | -10,4761% | 0,7635 |
Omega 5 | -9,98% | -9,95% | 8,9233 | -11,2208% | 0,8355 |
Omega 6 | -16,43% | -16,39% | 14,6188 | -18,4859% | 0,8304 |

