Selezione Omega
Risk Analysis 26/01/2020 To 27/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -9,05% | -3,11% | 2,4421 | -10,7809% | 0,6495 |
Omega 3 | -14,09% | -4,93% | 4,4798 | -18,1658% | 0,7192 |
Omega 4 | -15,91% | -5,60% | 6,3918 | -18,6986% | 0,8420 |
Omega 5 | 1,85% | 0,61% | 13,9576 | -30,7982% | 1,0246 |
Omega 6 | 16,86% | 5,33% | 20,7750 | -34,1986% | 1,0685 |

