Selezione Omega – andamento a 6 anni


Selezione Omega
Risk Analysis 01/06/2016 To 02/06/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,24%-0,72%1,7612-10,5099%0,8718
Omega 3-5,92%-1,01%3,3720-18,1658%0,9249
Omega 4-4,34%-0,74%5,3258-18,6986%0,9794
Omega 539,39%5,69%12,3094-30,7982%1,1056
Omega 6115,71%13,66%17,3882-34,1986%1,1661

Selezione Omega – andamento a 5 anni


Selezione Omega
Risk Analysis 01/06/2017 To 02/06/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,54%-1,13%1,9111-10,5099%0,8173
Omega 3-8,18%-1,69%3,5689-18,1658%0,8740
Omega 4-7,87%-1,63%5,2685-18,6986%0,9473
Omega 526,54%4,82%12,9214-30,7982%1,0894
Omega 676,97%12,09%18,5004-34,1986%1,1408

Selezione Omega – andamento a 4 anni


Selezione Omega
Risk Analysis 01/06/2018 To 02/06/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,27%-1,34%2,1127-10,5099%0,8057
Omega 3-7,96%-2,05%3,9381-18,1658%0,8618
Omega 4-7,59%-1,95%5,5092-18,6986%0,9381
Omega 518,78%4,39%13,7197-30,7982%1,0806
Omega 654,82%11,54%19,9267-34,1986%1,1273

Selezione Omega – andamento a 3 anni


Selezione Omega
Risk Analysis 01/06/2019 To 02/06/2022 – Daily Frequency – Aligned to Start Date
NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,54%-1,88%2,3988-10,5099%0,7576
Omega 3-8,77%-3,01%4,3980-18,1658%0,8099
Omega 4-6,89%-2,35%5,8205-18,6986%0,9276
Omega 525,96%7,99%14,1323-30,7982%1,1392
Omega 649,61%14,35%20,9598-34,1986%1,1504

Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 01/06/2020 To 02/06/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-2,01%-1,01%0,7187-3,8888%0,7679
Omega 3-1,68%-0,84%1,7575-6,3740%0,9144
Omega 4-2,05%-1,03%4,0125-8,6965%0,9605
Omega 522,47%10,65%8,6400-9,7919%1,2223
Omega 629,17%13,63%17,3180-18,0315%1,1494