Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 26/01/2021 To 27/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,06%-2,56%0,9667-6,5991%0,6058
Omega 3-7,45%-3,79%2,0614-9,8868%0,6947
Omega 4-9,03%-4,62%5,1894-11,3768%0,8496
Omega 51,89%0,94%8,3865-12,0370%1,0252
Omega 6-8,47%-4,32%15,2029-22,2951%0,9648

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