| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.36% | -0.49% | 2.9776 | -10.6480% | 0.8853 |
| Omega 3 | -5.71% | -0.84% | 5.0076 | -16.5017% | 0.9049 |
| Omega 4 | -8.72% | -1.29% | 6.3802 | -20.3308% | 0.9266 |
| Omega 5 | 28.47% | 3.64% | 12.3245 | -28.6667% | 1.1557 |
| Omega 6 | 94.13% | 9.94% | 17.5542 | -34.1986% | 1.2752 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.95% | -0.50% | 1.7984 | -10.7809% | 0.9178 |
| Omega 3 | -5.35% | -0.91% | 3.3846 | -18.1658% | 0.9315 |
| Omega 4 | -8.08% | -1.39% | 5.2985 | -20.6263% | 0.9545 |
| Omega 5 | 20.51% | 3.16% | 11.7444 | -30.7982% | 1.0683 |
| Omega 6 | 70.54% | 9.30% | 17.2510 | -34.1986% | 1.1195 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.39% | -0.69% | 1.9377 | -10.7809% | 0.8913 |
| Omega 3 | -6.32% | -1.30% | 3.5982 | -18.1658% | 0.9034 |
| Omega 4 | -7.83% | -1.62% | 5.4487 | -20.6263% | 0.9472 |
| Omega 5 | 27.04% | 4.90% | 11.6078 | -30.7982% | 1.1047 |
| Omega 6 | 62.86% | 10.25% | 17.4024 | -34.1986% | 1.1319 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 0.20% | 0.05% | 0.7919 | -6.5991% | 1.0130 |
| Omega 3 | 0.93% | 0.23% | 1.7892 | -9.8868% | 1.0270 |
| Omega 4 | -2.94% | -0.74% | 4.4435 | -13.9871% | 0.9734 |
| Omega 5 | 23.83% | 5.49% | 7.4774 | -14.7126% | 1.1339 |
| Omega 6 | 41.32% | 9.03% | 14.1044 | -23.6615% | 1.1256 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -1.41% | -0.47% | 0.8429 | -6.5991% | 0.8989 |
| Omega 3 | -2.49% | -0.84% | 1.8926 | -9.8868% | 0.9169 |
| Omega 4 | -6.21% | -2.12% | 4.4638 | -13.3142% | 0.9155 |
| Omega 5 | 7.89% | 2.56% | 7.0476 | -14.7126% | 1.0679 |
| Omega 6 | 6.77% | 2.21% | 11.7018 | -23.6615% | 1.0421 |
