| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -5.60% | -1.15% | 1.9575 | -10.7809% | 0.8323 |
| Omega 3 | -9.87% | -2.06% | 3.6700 | -18.1658% | 0.8581 |
| Omega 4 | -11.84% | -2.49% | 5.6876 | -20.6263% | 0.9233 |
| Omega 5 | 11.42% | 2.19% | 12.6244 | -30.7982% | 1.0488 |
| Omega 6 | 43.08% | 7.43% | 18.4765 | -34.1986% | 1.0930 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.59% | -1.95% | 2.1403 | -10.7809% | 0.7352 |
| Omega 3 | -13.24% | -3.49% | 3.9594 | -18.1658% | 0.7705 |
| Omega 4 | -15.98% | -4.26% | 5.8158 | -20.6263% | 0.8669 |
| Omega 5 | 10.66% | 2.56% | 12.4915 | -30.7982% | 1.0583 |
| Omega 6 | 31.43% | 7.07% | 18.6492 | -34.1986% | 1.0912 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.51% | -1.19% | 0.8494 | -6.5991% | 0.7652 |
| Omega 3 | -5.31% | -1.80% | 1.9247 | -9.8868% | 0.8340 |
| Omega 4 | -5.30% | -1.80% | 4.7003 | -13.9871% | 0.9349 |
| Omega 5 | 11.83% | 3.80% | 7.7425 | -14.7126% | 1.0896 |
| Omega 6 | 7.96% | 2.58% | 14.2237 | -23.6615% | 1.0432 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.11% | -2.07% | 0.9975 | -6.3696% | 0.6809 |
| Omega 3 | -7.25% | -3.69% | 2.2196 | -9.5718% | 0.7241 |
| Omega 4 | -10.30% | -5.29% | 5.2321 | -13.3142% | 0.8299 |
| Omega 5 | -3.97% | -2.00% | 7.7419 | -14.7126% | 0.9641 |
| Omega 6 | -10.54% | -5.41% | 12.8810 | -23.6615% | 0.9411 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 2.00% | 2.00% | 0.7447 | -0.8846% | 1.6450 |
| Omega 3 | 1.77% | 1.76% | 1.7666 | -2.7934% | 1.2089 |
| Omega 4 | -9.00% | -8.99% | 5.4886 | -10.7657% | 0.7166 |
| Omega 5 | -4.44% | -4.44% | 6.2487 | -8.7269% | 0.8907 |
| Omega 6 | 1.33% | 1.33% | 9.8462 | -7.7354% | 1.0298 |
Mario Martino 