| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.91% | -1.77% | 2.1346 | -10.7809% | 0.7525 |
| Omega 3 | -11.63% | -3.04% | 3.9605 | -18.1658% | 0.7973 |
| Omega 4 | -15.21% | -4.04% | 5.8133 | -20.6263% | 0.8732 |
| Omega 5 | 7.91% | 1.92% | 12.3978 | -30.7982% | 1.0474 |
| Omega 6 | 26.12% | 5.97% | 18.5336 | -34.1986% | 1.0808 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.22% | -1.08% | 0.8487 | -6.5991% | 0.7826 |
| Omega 3 | -5.34% | -1.81% | 1.9164 | -9.8868% | 0.8306 |
| Omega 4 | -8.97% | -3.08% | 4.7048 | -13.9871% | 0.8876 |
| Omega 5 | 8.27% | 2.68% | 7.5513 | -14.7126% | 1.0664 |
| Omega 6 | -0.76% | -0.25% | 13.5912 | -23.6615% | 1.0084 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.49% | -1.25% | 0.9880 | -5.8293% | 0.7900 |
| Omega 3 | -4.65% | -2.35% | 2.2279 | -9.1177% | 0.8171 |
| Omega 4 | -10.74% | -5.52% | 5.2362 | -13.2250% | 0.8236 |
| Omega 5 | -7.73% | -3.94% | 7.3855 | -13.9311% | 0.9194 |
| Omega 6 | -13.40% | -6.93% | 12.1496 | -21.0874% | 0.9153 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 2.64% | 2.63% | 0.5430 | -0.8846% | 2.4761 |
| Omega 3 | 3.70% | 3.69% | 1.5926 | -2.7934% | 1.5692 |
| Omega 4 | -0.78% | -0.78% | 3.5701 | -4.2805% | 0.9637 |
| Omega 5 | 2.86% | 2.85% | 5.3907 | -4.7536% | 1.0942 |
| Omega 6 | 5.23% | 5.22% | 8.8732 | -6.6095% | 1.1059 |
Mario Martino 