| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.55% | -1.35% | 1.9594 | -10.7809% | 0.8070 |
| Omega 3 | -10.47% | -2.19% | 3.6807 | -18.1658% | 0.8518 |
| Omega 4 | -12.81% | -2.70% | 5.6925 | -20.1890% | 0.9165 |
| Omega 5 | 7.67% | 1.49% | 12.6824 | -30.7982% | 1.0370 |
| Omega 6 | 42.20% | 7.29% | 18.5589 | -34.1986% | 1.0910 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.82% | -1.75% | 2.1568 | -10.7809% | 0.7704 |
| Omega 3 | -11.26% | -2.94% | 3.9918 | -18.1658% | 0.8103 |
| Omega 4 | -12.14% | -3.18% | 5.9633 | -20.1890% | 0.9046 |
| Omega 5 | 14.18% | 3.37% | 12.7547 | -30.7982% | 1.0701 |
| Omega 6 | 37.42% | 8.27% | 19.0534 | -34.1986% | 1.1007 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.33% | -1.12% | 0.8891 | -6.5991% | 0.7877 |
| Omega 3 | -4.36% | -1.47% | 1.9894 | -9.8868% | 0.8704 |
| Omega 4 | -7.58% | -2.59% | 4.9266 | -13.5132% | 0.9116 |
| Omega 5 | 11.01% | 3.54% | 8.1798 | -14.7126% | 1.0801 |
| Omega 6 | 18.65% | 5.86% | 15.6367 | -23.6615% | 1.0776 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.89% | -2.47% | 0.9931 | -6.5991% | 0.6282 |
| Omega 3 | -7.68% | -3.92% | 2.2077 | -9.8868% | 0.7038 |
| Omega 4 | -10.68% | -5.49% | 5.1730 | -12.8367% | 0.8169 |
| Omega 5 | -3.12% | -1.57% | 7.9361 | -14.7126% | 0.9740 |
| Omega 6 | -10.17% | -5.22% | 13.1929 | -23.6615% | 0.9457 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -1.39% | -1.39% | 1.1561 | -2.8455% | 0.8077 |
| Omega 3 | -2.66% | -2.66% | 2.3842 | -4.2314% | 0.8163 |
| Omega 4 | -5.62% | -5.61% | 6.3629 | -10.2741% | 0.8484 |
| Omega 5 | -9.64% | -9.63% | 7.1126 | -11.7856% | 0.7970 |
| Omega 6 | -8.43% | -8.42% | 11.5047 | -12.4557% | 0.8938 |
Mario Martino 