| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.95% | -0.84% | 1.8075 | -10.7809% | 0.8650 |
| Omega 3 | -8.45% | -1.46% | 3.4016 | -18.1658% | 0.8919 |
| Omega 4 | -12.09% | -2.12% | 5.4173 | -20.6263% | 0.9317 |
| Omega 5 | 17.25% | 2.69% | 12.0240 | -30.7982% | 1.0581 |
| Omega 6 | 62.00% | 8.37% | 17.3854 | -34.1986% | 1.1075 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.37% | -0.68% | 1.9417 | -10.7809% | 0.8935 |
| Omega 3 | -5.33% | -1.09% | 3.6121 | -18.1658% | 0.9209 |
| Omega 4 | -5.79% | -1.18% | 5.4997 | -20.6263% | 0.9637 |
| Omega 5 | 31.50% | 5.63% | 11.7534 | -30.7982% | 1.1156 |
| Omega 6 | 64.84% | 10.51% | 17.5587 | -34.1986% | 1.1324 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.94% | -1.78% | 2.1332 | -10.7809% | 0.7502 |
| Omega 3 | -11.17% | -2.92% | 3.9587 | -18.1658% | 0.8048 |
| Omega 4 | -15.28% | -4.06% | 5.8020 | -20.6263% | 0.8719 |
| Omega 5 | 8.25% | 2.00% | 12.3465 | -30.7982% | 1.0493 |
| Omega 6 | 25.17% | 5.77% | 18.4823 | -34.1986% | 1.0791 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.78% | -0.93% | 0.8491 | -6.5991% | 0.8103 |
| Omega 3 | -4.34% | -1.47% | 1.9135 | -9.8868% | 0.8608 |
| Omega 4 | -7.87% | -2.69% | 4.6852 | -13.9871% | 0.9008 |
| Omega 5 | 8.78% | 2.84% | 7.4699 | -14.7126% | 1.0709 |
| Omega 6 | 0.12% | 0.04% | 13.3066 | -23.6615% | 1.0120 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -1.73% | -0.87% | 0.9858 | -5.4130% | 0.8488 |
| Omega 3 | -2.82% | -1.42% | 2.2175 | -8.0163% | 0.8857 |
| Omega 4 | -6.53% | -3.32% | 5.1816 | -10.7657% | 0.8907 |
| Omega 5 | 1.47% | 0.73% | 7.0331 | -13.9212% | 1.0231 |
| Omega 6 | 0.97% | 0.49% | 11.5300 | -14.8092% | 1.0167 |
Mario Martino 