| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -5.64% | -0.83% | 1.6884 | -10.7809% | 0.8588 |
| Omega 3 | -8.11% | -1.20% | 3.2527 | -18.1658% | 0.9116 |
| Omega 4 | -9.43% | -1.40% | 5.4990 | -20.1094% | 0.9583 |
| Omega 5 | 29.69% | 3.78% | 11.7229 | -30.7982% | 1.0761 |
| Omega 6 | 104.32% | 10.75% | 16.6972 | -34.1986% | 1.1369 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -6.96% | -1.20% | 1.8072 | -10.7809% | 0.8123 |
| Omega 3 | -10.36% | -1.81% | 3.4014 | -18.1658% | 0.8671 |
| Omega 4 | -14.97% | -2.67% | 5.4945 | -20.1094% | 0.9160 |
| Omega 5 | 14.29% | 2.25% | 12.1647 | -30.7982% | 1.0496 |
| Omega 6 | 64.47% | 8.64% | 17.5347 | -34.1986% | 1.1090 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.38% | -1.52% | 1.9663 | -10.7809% | 0.7863 |
| Omega 3 | -11.51% | -2.41% | 3.6869 | -18.1658% | 0.8380 |
| Omega 4 | -13.56% | -2.87% | 5.7127 | -20.1094% | 0.9118 |
| Omega 5 | 12.67% | 2.41% | 12.6951 | -30.7982% | 1.0520 |
| Omega 6 | 48.93% | 8.29% | 18.5536 | -34.1986% | 1.1011 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.31% | -1.88% | 2.1571 | -10.7809% | 0.7560 |
| Omega 3 | -12.07% | -3.16% | 3.9946 | -18.1658% | 0.7978 |
| Omega 4 | -13.17% | -3.47% | 5.9854 | -20.1094% | 0.8971 |
| Omega 5 | 9.36% | 2.26% | 12.8442 | -30.7982% | 1.0508 |
| Omega 6 | 29.13% | 6.60% | 19.1638 | -34.1986% | 1.0833 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -2.73% | -0.92% | 0.9095 | -6.5991% | 0.8294 |
| Omega 3 | -3.41% | -1.15% | 2.0254 | -9.8868% | 0.9009 |
| Omega 4 | -8.03% | -2.75% | 5.0317 | -13.4270% | 0.9093 |
| Omega 5 | 14.90% | 4.74% | 8.4414 | -14.7126% | 1.1026 |
| Omega 6 | 27.29% | 8.38% | 15.9570 | -23.6615% | 1.1033 |
Mario Martino 