Selezione Omega – andamento a 5 anni


Selezione Omega
Risk Analysis 05/01/2018 To 06/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-7,76%-1,60%1,9591-10,7809%0,7728
Omega 3-12,56%-2,65%3,6545-18,1658%0,8195
Omega 4-11,99%-2,52%5,7241-18,6986%0,9237
Omega 513,74%2,61%12,9653-30,7982%1,0536
Omega 651,07%8,60%18,6476-34,1986%1,1032

Selezione Omega – andamento a 4 anni


Selezione Omega
Risk Analysis 05/01/2019 To 06/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,44%-1,39%2,1541-10,7809%0,8140
Omega 3-7,59%-1,95%3,9673-18,1658%0,8707
Omega 4-4,42%-1,12%5,8916-18,6986%0,9691
Omega 531,55%7,09%12,9220-30,7982%1,1297
Omega 666,17%13,53%19,2122-34,1986%1,1507

Selezione Omega – andamento a 3 anni


Selezione Omega
Risk Analysis 05/01/2020 To 06/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-9,31%-3,20%2,4394-10,7809%0,6390
Omega 3-14,78%-5,19%4,4727-18,1658%0,7040
Omega 4-14,42%-5,05%6,3858-18,6986%0,8574
Omega 54,81%1,58%13,9717-30,7982%1,0393
Omega 619,94%6,24%20,7759-34,1986%1,0769

Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 05/01/2021 To 06/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,71%-2,89%0,9511-6,5991%0,5572
Omega 3-8,69%-4,44%2,0434-9,8868%0,6468
Omega 4-8,15%-4,16%5,1770-11,3469%0,8644
Omega 54,98%2,45%8,4269-12,0370%1,0549
Omega 6-5,98%-3,03%15,4144-22,2951%0,9798

Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 05/01/2022 To 06/01/2023 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,98%-4,97%1,2545-5,8118%0,4989
Omega 3-8,06%-8,04%2,6795-9,1177%0,5678
Omega 4-9,82%-9,79%6,4733-10,4761%0,7635
Omega 5-9,98%-9,95%8,9233-11,2208%0,8355
Omega 6-16,43%-16,39%14,6188-18,4859%0,8304