Selezione Omega
Risk Analysis 26/01/2017 To 27/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -6,32% | -1,08% | 1,8017 | -10,7809% | 0,8266 |
Omega 3 | -8,16% | -1,41% | 3,3739 | -18,1658% | 0,8941 |
Omega 4 | -11,48% | -2,01% | 5,5234 | -18,6986% | 0,9383 |
Omega 5 | 19,66% | 3,04% | 12,2061 | -30,7982% | 1,0623 |
Omega 6 | 80,61% | 10,35% | 17,4630 | -34,1986% | 1,1283 |

