| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.09% | -0.39% | 1.5967 | -10.7809% | 0.9285 |
| Omega 3 | -5.41% | -0.69% | 3.1057 | -18.1658% | 0.9481 |
| Omega 4 | -10.99% | -1.44% | 5.4153 | -20.6263% | 0.9562 |
| Omega 5 | 23.85% | 2.71% | 11.5667 | -30.7982% | 1.0575 |
| Omega 6 | 94.82% | 8.69% | 16.3017 | -34.1986% | 1.1150 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.80% | -0.70% | 1.6884 | -10.7809% | 0.8787 |
| Omega 3 | -9.19% | -1.37% | 3.2112 | -18.1658% | 0.8948 |
| Omega 4 | -11.82% | -1.78% | 5.4283 | -20.6263% | 0.9446 |
| Omega 5 | 23.73% | 3.09% | 11.6317 | -30.7982% | 1.0650 |
| Omega 6 | 85.83% | 9.26% | 16.6197 | -34.1986% | 1.1207 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -5.98% | -1.02% | 1.8081 | -10.7809% | 0.8381 |
| Omega 3 | -11.42% | -2.00% | 3.4004 | -18.1658% | 0.8527 |
| Omega 4 | -13.57% | -2.40% | 5.4465 | -20.6263% | 0.9233 |
| Omega 5 | 13.71% | 2.16% | 12.0683 | -30.7982% | 1.0486 |
| Omega 6 | 50.46% | 7.05% | 17.4558 | -34.1986% | 1.0922 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.71% | -0.96% | 1.9583 | -10.7809% | 0.8578 |
| Omega 3 | -8.99% | -1.87% | 3.6646 | -18.1658% | 0.8698 |
| Omega 4 | -9.11% | -1.89% | 5.6365 | -20.6263% | 0.9418 |
| Omega 5 | 18.38% | 3.43% | 12.3079 | -30.7982% | 1.0709 |
| Omega 6 | 49.98% | 8.44% | 18.1942 | -34.1986% | 1.1047 |
Mario Martino 