| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.52% | -0.51% | 2.9015 | -10.5928% | 0.8817 |
| Omega 3 | -5.77% | -0.85% | 5.0184 | -17.4566% | 0.9088 |
| Omega 4 | -10.89% | -1.63% | 6.4476 | -20.3227% | 0.9114 |
| Omega 5 | 26.36% | 3.40% | 11.8096 | -26.6610% | 1.1448 |
| Omega 6 | 90.32% | 9.63% | 17.3069 | -31.5069% | 1.2615 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.15% | -0.27% | 1.5879 | -10.7809% | 0.9496 |
| Omega 3 | -3.27% | -0.41% | 3.0619 | -18.1658% | 0.9688 |
| Omega 4 | -4.49% | -0.57% | 5.2157 | -20.6263% | 0.9843 |
| Omega 5 | 44.99% | 4.75% | 11.1008 | -30.7982% | 1.0977 |
| Omega 6 | 143.23% | 11.75% | 15.8772 | -34.1986% | 1.1560 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.87% | -0.79% | 1.9383 | -10.7809% | 0.8765 |
| Omega 3 | -7.43% | -1.53% | 3.6015 | -18.1658% | 0.8866 |
| Omega 4 | -8.65% | -1.79% | 5.4662 | -20.6263% | 0.9416 |
| Omega 5 | 21.69% | 4.00% | 11.6946 | -30.7982% | 1.0863 |
| Omega 6 | 51.03% | 8.60% | 17.5253 | -34.1986% | 1.1118 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 0.63% | 0.16% | 0.8060 | -6.5991% | 1.0385 |
| Omega 3 | 1.15% | 0.29% | 1.8106 | -9.8868% | 1.0321 |
| Omega 4 | -4.39% | -1.12% | 4.5213 | -13.9871% | 0.9593 |
| Omega 5 | 26.44% | 6.04% | 7.7025 | -14.7126% | 1.1435 |
| Omega 6 | 47.95% | 10.29% | 14.3421 | -23.6615% | 1.1389 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -1.67% | -0.56% | 0.8433 | -6.5991% | 0.8816 |
| Omega 3 | -3.01% | -1.01% | 1.8925 | -9.8868% | 0.8999 |
| Omega 4 | -6.78% | -2.31% | 4.4728 | -13.3142% | 0.9083 |
| Omega 5 | 7.86% | 2.55% | 7.1831 | -14.7126% | 1.0664 |
| Omega 6 | 2.49% | 0.82% | 12.0837 | -23.6615% | 1.0218 |
Mario Martino 