Selezione Omega
Risk Analysis 26/01/2021 To 27/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
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 5 | 1,89% | 0,94% | 8,3865 | -12,0370% | 1,0252 |
Omega 6 | -8,47% | -4,32% | 15,2029 | -22,2951% | 0,9648 |

