| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.79% | -1.16% | 1.8075 | -10.7809% | 0.8169 |
| Omega 3 | -10.68% | -1.86% | 3.3988 | -18.1658% | 0.8623 |
| Omega 4 | -12.72% | -2.24% | 5.4596 | -20.6263% | 0.9288 |
| Omega 5 | 17.27% | 2.69% | 12.1100 | -30.7982% | 1.0572 |
| Omega 6 | 67.20% | 8.94% | 17.4880 | -34.1986% | 1.1124 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.31% | -1.29% | 1.9574 | -10.7809% | 0.8124 |
| Omega 3 | -9.85% | -2.05% | 3.6753 | -18.1658% | 0.8596 |
| Omega 4 | -12.82% | -2.71% | 5.6908 | -20.6263% | 0.9164 |
| Omega 5 | 9.59% | 1.85% | 12.6491 | -30.7982% | 1.0430 |
| Omega 6 | 43.70% | 7.52% | 18.5317 | -34.1986% | 1.0935 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.52% | -1.93% | 2.1520 | -10.7809% | 0.7463 |
| Omega 3 | -12.97% | -3.41% | 3.9757 | -18.1658% | 0.7794 |
| Omega 4 | -13.23% | -3.48% | 5.9588 | -20.6263% | 0.8954 |
| Omega 5 | 9.26% | 2.24% | 12.7055 | -30.7982% | 1.0515 |
| Omega 6 | 33.22% | 7.43% | 18.9673 | -34.1986% | 1.0931 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -3.85% | -1.30% | 0.8577 | -6.5991% | 0.7503 |
| Omega 3 | -5.13% | -1.74% | 1.9732 | -9.8868% | 0.8462 |
| Omega 4 | -9.05% | -3.11% | 4.8423 | -13.9871% | 0.8914 |
| Omega 5 | 11.40% | 3.66% | 8.0055 | -14.7126% | 1.0840 |
| Omega 6 | 15.57% | 4.94% | 15.3957 | -23.6615% | 1.0684 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -4.78% | -2.42% | 0.9924 | -6.5991% | 0.6343 |
| Omega 3 | -7.89% | -4.02% | 2.2073 | -9.8868% | 0.6968 |
| Omega 4 | -11.96% | -6.17% | 5.2058 | -13.3142% | 0.7986 |
| Omega 5 | -5.50% | -2.79% | 7.9630 | -14.7126% | 0.9496 |
| Omega 6 | -13.15% | -6.81% | 13.2093 | -23.6615% | 0.9261 |
Mario Martino 