Selezione Omega – andamento a 5 anni


Selezione Omega
Risk Analysis 27/02/2017 To 28/02/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-3,46%-0,70%1,8956-10,5099%0,8789
Omega 3-5,40%-1,10%3,5197-18,1658%0,9147
Omega 4-8,25%-1,71%5,2812-18,6986%0,9445
Omega 520,45%3,79%12,8471-30,7982%1,0738
Omega 682,08%12,72%18,2360-34,1986%1,1508

Selezione Omega – andamento a 4 anni


Selezione Omega
Risk Analysis 27/02/2018 To 28/02/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-4,09%-1,04%2,1036-10,5099%0,8424
Omega 3-7,17%-1,84%3,8864-18,1658%0,8710
Omega 4-6,54%-1,68%5,4905-18,6986%0,9466
Omega 517,46%4,10%13,7540-30,7982%1,0760
Omega 659,39%12,35%19,7471-34,1986%1,1365

Selezione Omega – andamento a 3 anni


“Selezione Omega
Risk Analysis 27/02/2019 To 28/02/2022 – Daily Frequency – Aligned to Start Date”

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-3,19%-1,07%2,3810-10,5099%0,8488
Omega 3-5,91%-2,01%4,3346-18,1658%0,8654
Omega 4-2,43%-0,81%5,7227-18,6986%0,9772
Omega 523,81%7,37%14,0919-30,7982%1,1303
Omega 652,50%15,09%20,7551-34,1986%1,1593

Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 27/02/2020 To 28/02/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-6,13%-3,11%2,8555-10,1332%0,6452
Omega 3-10,25%-5,26%5,1671-17,0866%0,7066
Omega 4-9,87%-5,06%6,2379-15,6618%0,8423
Omega 513,33%6,45%15,5848-23,4282%1,1129
Omega 630,30%14,12%23,2179-25,5164%1,1388

Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 27/02/2021 To 28/02/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-1,70%-1,70%0,5962-2,1803%0,5772
Omega 3-2,90%-2,90%1,5001-4,3624%0,6599
Omega 4-3,58%-3,57%3,3622-5,3752%0,8213
Omega 56,02%6,00%8,2978-9,7919%1,1305
Omega 6-3,15%-3,14%15,8222-17,6698%0,9796