Selezione Omega
Risk Analysis 26/01/2022 To 27/01/2023 – Daily Frequency – Aligned to Start Date
Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
Omega 2 | -4,09% | -4,08% | 1,2796 | -5,4964% | 0,5790 |
Omega 3 | -6,06% | -6,04% | 2,7101 | -8,2471% | 0,6633 |
Omega 4 | -7,15% | -7,13% | 6,4324 | -8,0577% | 0,8224 |
Omega 5 | -3,42% | -3,41% | 8,4085 | -11,2208% | 0,9427 |
Omega 6 | -5,48% | -5,46% | 13,7329 | -13,2844% | 0,9466 |

