| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 1.45% | 0.36% | 0.8522 | -6.5991% | 1.0859 |
| Omega 3 | 2.82% | 0.70% | 1.8791 | -9.8868% | 1.0751 |
| Omega 4 | -0.93% | -0.23% | 4.6253 | -13.9871% | 0.9950 |
| Omega 5 | 40.44% | 8.86% | 7.9552 | -14.7126% | 1.2062 |
| Omega 6 | 73.19% | 14.72% | 14.8519 | -23.6615% | 1.1897 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -1.90% | -0.64% | 0.8414 | -6.5991% | 0.8649 |
| Omega 3 | -2.90% | -0.97% | 1.8884 | -9.8868% | 0.9032 |
| Omega 4 | -6.11% | -2.08% | 4.4747 | -13.3142% | 0.9178 |
| Omega 5 | 10.54% | 3.40% | 7.1614 | -14.7126% | 1.0874 |
| Omega 6 | 3.78% | 1.24% | 12.0703 | -23.6615% | 1.0276 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 0.47% | 0.24% | 0.8880 | -3.9896% | 1.0525 |
| Omega 3 | 0.02% | 0.01% | 1.9225 | -6.2260% | 1.0030 |
| Omega 4 | -4.44% | -2.25% | 5.0162 | -10.7657% | 0.9215 |
| Omega 5 | 1.64% | 0.82% | 6.5384 | -13.9212% | 1.0267 |
| Omega 6 | 3.75% | 1.86% | 10.7158 | -14.8092% | 1.0380 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | 3.53% | 3.53% | 0.3071 | -0.0707% | 7.4180 |
| Omega 3 | 5.29% | 5.29% | 0.9153 | -0.5881% | 2.6916 |
| Omega 4 | 4.57% | 4.57% | 2.4608 | -2.0813% | 1.3549 |
| Omega 5 | 12.55% | 12.55% | 4.6892 | -4.1979% | 1.4986 |
| Omega 6 | 16.48% | 16.48% | 7.9040 | -6.1783% | 1.3730 |
Mario Martino 