| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| MSCI AC Europe | 47.21% | 4.53% | 14.6876 | -30.0762% | 1.2030 |
| MSCI AC World | 106.42% | 8.65% | 14.7424 | -30.2797% | 1.3531 |
| NASDAQ Composite | 257.29% | 15.69% | 19.7403 | -35.7221% | 1.3618 |
| Omega 6 | 144.68% | 10.78% | 16.5538 | -30.1144% | 1.3085 |
| S&P 500 | 174.70% | 12.26% | 17.1369 | -31.8103% | 1.3549 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.02% | -0.25% | 2.7258 | -10.5928% | 0.9400 |
| Omega 3 | -3.27% | -0.42% | 4.7835 | -17.4566% | 0.9613 |
| Omega 4 | -5.39% | -0.69% | 6.3685 | -20.3227% | 0.9690 |
| Omega 5 | 40.04% | 4.30% | 11.5023 | -26.6610% | 1.1839 |
| Omega 6 | 134.40% | 11.24% | 16.6066 | -31.5069% | 1.3153 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.36% | -0.49% | 2.9776 | -10.6480% | 0.8853 |
| Omega 3 | -5.71% | -0.84% | 5.0076 | -16.5017% | 0.9049 |
| Omega 4 | -8.72% | -1.29% | 6.3802 | -20.3308% | 0.9266 |
| Omega 5 | 28.47% | 3.64% | 12.3245 | -28.6667% | 1.1557 |
| Omega 6 | 94.13% | 9.94% | 17.5542 | -34.1986% | 1.2752 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.95% | -0.50% | 1.7984 | -10.7809% | 0.9178 |
| Omega 3 | -5.35% | -0.91% | 3.3846 | -18.1658% | 0.9315 |
| Omega 4 | -8.08% | -1.39% | 5.2985 | -20.6263% | 0.9545 |
| Omega 5 | 20.51% | 3.16% | 11.7444 | -30.7982% | 1.0683 |
| Omega 6 | 70.54% | 9.30% | 17.2510 | -34.1986% | 1.1195 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.39% | -0.69% | 1.9377 | -10.7809% | 0.8913 |
| Omega 3 | -6.32% | -1.30% | 3.5982 | -18.1658% | 0.9034 |
| Omega 4 | -7.83% | -1.62% | 5.4487 | -20.6263% | 0.9472 |
| Omega 5 | 27.04% | 4.90% | 11.6078 | -30.7982% | 1.1047 |
| Omega 6 | 62.86% | 10.25% | 17.4024 | -34.1986% | 1.1319 |
Mario Martino 