| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.01% | -0.58% | 2.9759 | -10.6480% | 0.8610 |
| Omega 3 | -5.80% | -0.85% | 5.0131 | -16.5017% | 0.9044 |
| Omega 4 | -12.75% | -1.93% | 6.4588 | -20.3308% | 0.8898 |
| Omega 5 | 23.64% | 3.08% | 12.3802 | -28.6667% | 1.1338 |
| Omega 6 | 90.33% | 9.63% | 17.5964 | -34.1986% | 1.2648 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.60% | -0.78% | 1.8057 | -10.7809% | 0.8735 |
| Omega 3 | -7.52% | -1.29% | 3.3925 | -18.1658% | 0.9032 |
| Omega 4 | -9.90% | -1.72% | 5.3652 | -20.6263% | 0.9443 |
| Omega 5 | 23.84% | 3.63% | 11.8799 | -30.7982% | 1.0755 |
| Omega 6 | 70.20% | 9.27% | 17.3409 | -34.1986% | 1.1178 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.73% | -0.76% | 1.9396 | -10.7809% | 0.8814 |
| Omega 3 | -6.32% | -1.30% | 3.6059 | -18.1658% | 0.9047 |
| Omega 4 | -6.78% | -1.39% | 5.4908 | -20.6263% | 0.9562 |
| Omega 5 | 27.71% | 5.01% | 11.7193 | -30.7982% | 1.1049 |
| Omega 6 | 60.11% | 9.87% | 17.5344 | -34.1986% | 1.1257 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.44% | -1.65% | 2.1249 | -10.3966% | 0.7627 |
| Omega 3 | -9.70% | -2.52% | 3.9111 | -16.9821% | 0.8259 |
| Omega 4 | -12.59% | -3.31% | 5.6711 | -17.0062% | 0.8925 |
| Omega 5 | 21.09% | 4.90% | 11.9400 | -23.4282% | 1.1053 |
| Omega 6 | 41.68% | 9.10% | 18.1510 | -25.3503% | 1.1160 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.38% | -0.80% | 0.8425 | -6.5991% | 0.8336 |
| Omega 3 | -3.41% | -1.15% | 1.9017 | -9.8868% | 0.8880 |
| Omega 4 | -8.51% | -2.92% | 4.5879 | -13.3142% | 0.8889 |
| Omega 5 | 8.74% | 2.83% | 7.2633 | -14.7126% | 1.0724 |
| Omega 6 | -0.47% | -0.16% | 12.7268 | -23.6615% | 1.0087 |
Mario Martino 