Selezione Omega
Risk Analysis 26/01/2016 To 27/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,02% | -0,58% | 1,6888 | -10,7809% | 0,8991 |
Omega 3 | -5,24% | -0,77% | 3,2421 | -18,1658% | 0,9442 |
Omega 4 | -5,99% | -0,88% | 5,5117 | -18,6986% | 0,9758 |
Omega 5 | 34,91% | 4,37% | 11,8451 | -30,7982% | 1,0849 |
Omega 6 | 118,97% | 11,84% | 16,8423 | -34,1986% | 1,1476 |

