Selezione Omega
Risk Analysis 26/01/2019 To 27/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -5,59% | -1,43% | 2,1536 | -10,7809% | 0,8090 |
Omega 3 | -8,12% | -2,09% | 3,9609 | -18,1658% | 0,8610 |
Omega 4 | -6,57% | -1,68% | 5,8978 | -18,6986% | 0,9511 |
Omega 5 | 25,03% | 5,74% | 12,8828 | -30,7982% | 1,1080 |
Omega 6 | 54,22% | 11,43% | 19,1466 | -34,1986% | 1,1311 |

