Selezione Omega – andamento a 5 anni


Selezione Omega
Risk Analysis 31/03/2017 To 01/04/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,10%-0,83%1,9054-10,5099%0,8601
Omega 3-5,08%-1,04%3,5492-18,1658%0,9214
Omega 4-6,83%-1,40%5,2632-18,6986%0,9549
Omega 525,98%4,73%12,8423-30,7982%1,0888
Omega 687,60%13,40%18,3013-34,1986%1,1569

Selezione Omega – andamento a 4 anni


Selezione Omega
Risk Analysis 31/03/2018 To 01/04/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,57%-1,16%2,1150-10,5099%0,8291
Omega 3-6,64%-1,70%3,9224-18,1658%0,8833
Omega 4-3,63%-0,92%5,4696-18,6986%0,9728
Omega 526,92%6,14%13,6820-30,7982%1,1077
Omega 671,49%14,42%19,7313-34,1986%1,1563

Selezione Omega – andamento a 3 anni


Selezione Omega
Risk Analysis 31/03/2019 To 01/04/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,23%-1,43%2,3933-10,5099%0,8076
Omega 3-6,53%-2,22%4,3768-18,1658%0,8551
Omega 4-2,93%-0,98%5,7628-18,6986%0,9718
Omega 525,66%7,90%14,1193-30,7982%1,1377
Omega 654,59%15,61%20,8372-34,1986%1,1628

Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 31/03/2020 To 01/04/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 20,97%0,48%0,8267-2,9019%1,1232
Omega 32,66%1,32%1,8350-4,7196%1,1485
Omega 43,67%1,82%4,1911-6,4116%1,0810
Omega 535,30%16,29%9,2388-9,7919%1,3247
Omega 661,75%27,14%18,2192-17,7248%1,2713

Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 31/03/2021 To 01/04/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-2,27%-2,26%0,7327-2,9019%0,5384
Omega 3-2,69%-2,69%1,8210-4,7196%0,7157
Omega 4-1,37%-1,36%3,1643-5,6794%0,9281
Omega 59,75%9,73%8,2904-9,7919%1,2081
Omega 62,41%2,40%14,6009-17,7248%1,0398