| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.00% | -0.25% | 2.6366 | -10.7809% | 0.9360 |
| Omega 3 | -3.59% | -0.46% | 4.9543 | -17.3302% | 0.9568 |
| Omega 4 | -3.26% | -0.41% | 6.2799 | -20.4342% | 0.9851 |
| Omega 5 | 48.67% | 5.08% | 11.9337 | -27.2792% | 1.2157 |
| Omega 6 | 146.78% | 11.95% | 16.4379 | -30.1144% | 1.3494 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.62% | -0.52% | 2.8077 | -10.7809% | 0.8720 |
| Omega 3 | -5.10% | -0.74% | 5.2047 | -17.3302% | 0.9229 |
| Omega 4 | -10.79% | -1.62% | 6.4535 | -20.4342% | 0.9095 |
| Omega 5 | 28.03% | 3.59% | 12.2986 | -27.2792% | 1.1575 |
| Omega 6 | 94.92% | 10.00% | 17.0739 | -30.1144% | 1.2862 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.08% | -0.69% | 1.8056 | -10.7809% | 0.8875 |
| Omega 3 | -6.65% | -1.14% | 3.3906 | -18.1658% | 0.9145 |
| Omega 4 | -7.60% | -1.31% | 5.3243 | -20.6263% | 0.9580 |
| Omega 5 | 29.29% | 4.37% | 11.7951 | -30.7982% | 1.0896 |
| Omega 6 | 79.47% | 10.24% | 17.2616 | -34.1986% | 1.1294 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.90% | -0.79% | 1.9383 | -10.7809% | 0.8755 |
| Omega 3 | -6.83% | -1.41% | 3.6021 | -18.1658% | 0.8959 |
| Omega 4 | -7.65% | -1.58% | 5.4747 | -20.6263% | 0.9494 |
| Omega 5 | 25.78% | 4.69% | 11.6871 | -30.7982% | 1.0996 |
| Omega 6 | 57.91% | 9.57% | 17.5057 | -34.1986% | 1.1228 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 1.45% | 0.36% | 0.8522 | -6.5991% | 1.0859 |
| Omega 3 | 2.82% | 0.70% | 1.8791 | -9.8868% | 1.0751 |
| Omega 4 | -0.93% | -0.23% | 4.6253 | -13.9871% | 0.9950 |
| Omega 5 | 40.44% | 8.86% | 7.9552 | -14.7126% | 1.2062 |
| Omega 6 | 73.19% | 14.72% | 14.8519 | -23.6615% | 1.1897 |
Mario Martino 