| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -5.76% | -1.18% | 1.9577 | -10.7809% | 0.8279 |
| Omega 3 | -9.51% | -1.98% | 3.6710 | -18.1658% | 0.8635 |
| Omega 4 | -12.16% | -2.56% | 5.6855 | -20.6263% | 0.9210 |
| Omega 5 | 10.50% | 2.02% | 12.6310 | -30.7982% | 1.0460 |
| Omega 6 | 45.46% | 7.78% | 18.4847 | -34.1986% | 1.0965 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -8.03% | -2.07% | 2.1430 | -10.7809% | 0.7240 |
| Omega 3 | -13.35% | -3.52% | 3.9608 | -18.1658% | 0.7691 |
| Omega 4 | -15.81% | -4.21% | 5.8697 | -20.6263% | 0.8703 |
| Omega 5 | 10.58% | 2.55% | 12.5227 | -30.7982% | 1.0576 |
| Omega 6 | 32.40% | 7.27% | 18.6741 | -34.1986% | 1.0929 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.74% | -1.26% | 0.8527 | -6.5991% | 0.7544 |
| Omega 3 | -5.60% | -1.90% | 1.9384 | -9.8868% | 0.8273 |
| Omega 4 | -6.90% | -2.35% | 4.7427 | -13.9871% | 0.9152 |
| Omega 5 | 10.54% | 3.39% | 7.9273 | -14.7126% | 1.0789 |
| Omega 6 | 7.36% | 2.39% | 14.7761 | -23.6615% | 1.0405 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.36% | -2.21% | 0.9973 | -6.5461% | 0.6643 |
| Omega 3 | -7.33% | -3.73% | 2.2202 | -9.8868% | 0.7209 |
| Omega 4 | -11.60% | -5.98% | 5.2268 | -13.3142% | 0.8073 |
| Omega 5 | -6.80% | -3.46% | 7.8913 | -14.7126% | 0.9354 |
| Omega 6 | -13.30% | -6.89% | 13.0121 | -23.6615% | 0.9234 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 0.90% | 0.90% | 0.8075 | -1.3403% | 1.2203 |
| Omega 3 | 0.73% | 0.73% | 1.8816 | -2.7934% | 1.0752 |
| Omega 4 | -7.81% | -7.80% | 5.8335 | -10.7657% | 0.7675 |
| Omega 5 | -5.39% | -5.39% | 6.4123 | -9.4142% | 0.8709 |
| Omega 6 | -2.00% | -2.00% | 10.0900 | -8.7321% | 0.9765 |
Mario Martino 