Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
---|---|---|---|---|---|
Omega 2 | -4.77% | -0.70% | 1.6913 | -10.7809% | 0.8807 |
Omega 3 | -6.72% | -0.99% | 3.2402 | -18.1658% | 0.9271 |
Omega 4 | -6.28% | -0.92% | 5.4534 | -18.6986% | 0.9739 |
Omega 5 | 31.31% | 3.97% | 11.7368 | -30.7982% | 1.0791 |
Omega 6 | 115.55% | 11.60% | 16.6536 | -34.1986% | 1.1471 |

