| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.73% | -0.76% | 1.9396 | -10.7809% | 0.8814 |
| Omega 3 | -6.32% | -1.30% | 3.6059 | -18.1658% | 0.9047 |
| Omega 4 | -6.78% | -1.39% | 5.4908 | -20.6263% | 0.9562 |
| Omega 5 | 27.71% | 5.01% | 11.7193 | -30.7982% | 1.1049 |
| Omega 6 | 60.11% | 9.87% | 17.5344 | -34.1986% | 1.1257 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.44% | -1.65% | 2.1249 | -10.3966% | 0.7627 |
| Omega 3 | -9.70% | -2.52% | 3.9111 | -16.9821% | 0.8259 |
| Omega 4 | -12.59% | -3.31% | 5.6711 | -17.0062% | 0.8925 |
| Omega 5 | 21.09% | 4.90% | 11.9400 | -23.4282% | 1.1053 |
| Omega 6 | 41.68% | 9.10% | 18.1510 | -25.3503% | 1.1160 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.38% | -0.80% | 0.8425 | -6.5991% | 0.8336 |
| Omega 3 | -3.41% | -1.15% | 1.9017 | -9.8868% | 0.8880 |
| Omega 4 | -8.51% | -2.92% | 4.5879 | -13.3142% | 0.8889 |
| Omega 5 | 8.74% | 2.83% | 7.2633 | -14.7126% | 1.0724 |
| Omega 6 | -0.47% | -0.16% | 12.7268 | -23.6615% | 1.0087 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -0.74% | -0.37% | 0.9299 | -4.6746% | 0.9287 |
| Omega 3 | -0.93% | -0.47% | 2.0057 | -6.5941% | 0.9588 |
| Omega 4 | -4.72% | -2.39% | 5.1151 | -10.7657% | 0.9200 |
| Omega 5 | 2.91% | 1.45% | 6.7065 | -13.9212% | 1.0420 |
| Omega 6 | 5.76% | 2.84% | 11.0429 | -14.8092% | 1.0524 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 2.98% | 2.98% | 0.3374 | -0.2293% | 4.3999 |
| Omega 3 | 4.21% | 4.21% | 1.4080 | -1.6069% | 1.8121 |
| Omega 4 | 1.16% | 1.16% | 3.4184 | -4.2805% | 1.0681 |
| Omega 5 | 9.18% | 9.18% | 5.2375 | -4.1979% | 1.3229 |
| Omega 6 | 11.62% | 11.62% | 8.8906 | -6.6095% | 1.2348 |
Mario Martino 