| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.30% | -0.63% | 1.6834 | -10.7809% | 0.8902 |
| Omega 3 | -6.46% | -0.95% | 3.1833 | -18.1658% | 0.9253 |
| Omega 4 | -13.45% | -2.04% | 5.3202 | -20.6263% | 0.9344 |
| Omega 5 | 22.91% | 2.99% | 11.5072 | -30.7982% | 1.0643 |
| Omega 6 | 88.71% | 9.49% | 16.5281 | -34.1986% | 1.1249 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -5.21% | -0.89% | 1.8078 | -10.7809% | 0.8583 |
| Omega 3 | -9.26% | -1.61% | 3.4016 | -18.1658% | 0.8813 |
| Omega 4 | -12.49% | -2.20% | 5.4277 | -20.6263% | 0.9295 |
| Omega 5 | 17.62% | 2.74% | 12.0401 | -30.7982% | 1.0588 |
| Omega 6 | 60.01% | 8.14% | 17.4070 | -34.1986% | 1.1047 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.86% | -0.58% | 1.9451 | -10.7809% | 0.9105 |
| Omega 3 | -4.17% | -0.85% | 3.6216 | -18.1658% | 0.9395 |
| Omega 4 | -5.31% | -1.08% | 5.5070 | -20.6263% | 0.9673 |
| Omega 5 | 35.44% | 6.25% | 11.8074 | -30.7982% | 1.1261 |
| Omega 6 | 74.73% | 11.80% | 17.6381 | -34.1986% | 1.1453 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.91% | -1.77% | 2.1346 | -10.7809% | 0.7525 |
| Omega 3 | -11.63% | -3.04% | 3.9605 | -18.1658% | 0.7973 |
| Omega 4 | -15.21% | -4.04% | 5.8133 | -20.6263% | 0.8732 |
| Omega 5 | 7.91% | 1.92% | 12.3978 | -30.7982% | 1.0474 |
| Omega 6 | 26.12% | 5.97% | 18.5336 | -34.1986% | 1.0808 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.22% | -1.08% | 0.8487 | -6.5991% | 0.7826 |
| Omega 3 | -5.34% | -1.81% | 1.9164 | -9.8868% | 0.8306 |
| Omega 4 | -8.97% | -3.08% | 4.7048 | -13.9871% | 0.8876 |
| Omega 5 | 8.27% | 2.68% | 7.5513 | -14.7126% | 1.0664 |
| Omega 6 | -0.76% | -0.25% | 13.5912 | -23.6615% | 1.0084 |
Mario Martino 