| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.68% | -1.15% | 1.8076 | -10.7809% | 0.8197 |
| Omega 3 | -10.54% | -1.84% | 3.3986 | -18.1658% | 0.8639 |
| Omega 4 | -12.00% | -2.11% | 5.4574 | -20.6263% | 0.9332 |
| Omega 5 | 19.56% | 3.02% | 12.0989 | -30.7982% | 1.0629 |
| Omega 6 | 66.52% | 8.87% | 17.4851 | -34.1986% | 1.1117 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.20% | -1.27% | 1.9572 | -10.7809% | 0.8153 |
| Omega 3 | -10.18% | -2.12% | 3.6730 | -18.1658% | 0.8542 |
| Omega 4 | -13.05% | -2.76% | 5.6910 | -20.6263% | 0.9148 |
| Omega 5 | 10.26% | 1.97% | 12.6386 | -30.7982% | 1.0452 |
| Omega 6 | 43.21% | 7.45% | 18.5205 | -34.1986% | 1.0929 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.91% | -2.04% | 2.1465 | -10.7809% | 0.7304 |
| Omega 3 | -13.24% | -3.49% | 3.9680 | -18.1658% | 0.7731 |
| Omega 4 | -14.86% | -3.94% | 5.9386 | -20.6263% | 0.8809 |
| Omega 5 | 8.10% | 1.97% | 12.6963 | -30.7982% | 1.0468 |
| Omega 6 | 26.81% | 6.12% | 18.9483 | -34.1986% | 1.0799 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.03% | -1.36% | 0.8519 | -6.5991% | 0.7372 |
| Omega 3 | -5.90% | -2.01% | 1.9488 | -9.8868% | 0.8206 |
| Omega 4 | -7.69% | -2.63% | 4.7880 | -13.9871% | 0.9066 |
| Omega 5 | 12.52% | 4.01% | 7.9437 | -14.7126% | 1.0923 |
| Omega 6 | 14.77% | 4.70% | 14.9406 | -23.6615% | 1.0667 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.70% | -2.38% | 0.9936 | -6.5991% | 0.6400 |
| Omega 3 | -7.52% | -3.83% | 2.2165 | -9.8868% | 0.7122 |
| Omega 4 | -10.79% | -5.55% | 5.2192 | -13.3142% | 0.8195 |
| Omega 5 | -4.35% | -2.20% | 7.8765 | -14.7126% | 0.9609 |
| Omega 6 | -11.22% | -5.78% | 13.0423 | -23.6615% | 0.9377 |
