| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.38% | -0.80% | 0.8425 | -6.5991% | 0.8336 |
| Omega 3 | -3.41% | -1.15% | 1.9017 | -9.8868% | 0.8880 |
| Omega 4 | -8.51% | -2.92% | 4.5879 | -13.3142% | 0.8889 |
| Omega 5 | 8.74% | 2.83% | 7.2633 | -14.7126% | 1.0724 |
| Omega 6 | -0.47% | -0.16% | 12.7268 | -23.6615% | 1.0087 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -0.74% | -0.37% | 0.9299 | -4.6746% | 0.9287 |
| Omega 3 | -0.93% | -0.47% | 2.0057 | -6.5941% | 0.9588 |
| Omega 4 | -4.72% | -2.39% | 5.1151 | -10.7657% | 0.9200 |
| Omega 5 | 2.91% | 1.45% | 6.7065 | -13.9212% | 1.0420 |
| Omega 6 | 5.76% | 2.84% | 11.0429 | -14.8092% | 1.0524 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 2.98% | 2.98% | 0.3374 | -0.2293% | 4.3999 |
| Omega 3 | 4.21% | 4.21% | 1.4080 | -1.6069% | 1.8121 |
| Omega 4 | 1.16% | 1.16% | 3.4184 | -4.2805% | 1.0681 |
| Omega 5 | 9.18% | 9.18% | 5.2375 | -4.1979% | 1.3229 |
| Omega 6 | 11.62% | 11.62% | 8.8906 | -6.6095% | 1.2348 |
Mario Martino 