| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -5.43% | -0.79% | 1.6886 | -10.7809% | 0.8640 |
| Omega 3 | -8.47% | -1.26% | 3.2536 | -18.1658% | 0.9078 |
| Omega 4 | -8.09% | -1.20% | 5.5057 | -19.8777% | 0.9652 |
| Omega 5 | 29.82% | 3.80% | 11.7408 | -30.7982% | 1.0761 |
| Omega 6 | 108.01% | 11.03% | 16.7208 | -34.1986% | 1.1398 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.03% | -1.21% | 1.8069 | -10.7809% | 0.8102 |
| Omega 3 | -9.96% | -1.73% | 3.4014 | -18.1658% | 0.8724 |
| Omega 4 | -14.53% | -2.58% | 5.5199 | -19.8777% | 0.9194 |
| Omega 5 | 13.54% | 2.14% | 12.1657 | -30.7982% | 1.0477 |
| Omega 6 | 67.07% | 8.93% | 17.5237 | -34.1986% | 1.1122 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.48% | -1.54% | 1.9661 | -10.7809% | 0.7834 |
| Omega 3 | -11.46% | -2.40% | 3.6869 | -18.1658% | 0.8389 |
| Omega 4 | -11.89% | -2.50% | 5.7249 | -19.8777% | 0.9239 |
| Omega 5 | 13.99% | 2.65% | 12.7452 | -30.7982% | 1.0555 |
| Omega 6 | 52.39% | 8.79% | 18.5753 | -34.1986% | 1.1058 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -7.16% | -1.84% | 2.1574 | -10.7809% | 0.7608 |
| Omega 3 | -11.36% | -2.97% | 3.9966 | -18.1658% | 0.8102 |
| Omega 4 | -11.25% | -2.94% | 5.9964 | -19.8777% | 0.9135 |
| Omega 5 | 12.86% | 3.07% | 12.8609 | -30.7982% | 1.0640 |
| Omega 6 | 37.36% | 8.26% | 19.1746 | -34.1986% | 1.0996 |
| Name | Perf | Ann Perf | Ann Std Dev | Max Drawdown | Omega |
|---|---|---|---|---|---|
| Omega 2 | -1.89% | -0.63% | 0.9772 | -6.5991% | 0.8855 |
| Omega 3 | -2.32% | -0.78% | 2.1060 | -9.8868% | 0.9351 |
| Omega 4 | -4.46% | -1.51% | 5.1648 | -13.1758% | 0.9530 |
| Omega 5 | 22.53% | 7.01% | 8.8553 | -14.7126% | 1.1443 |
| Omega 6 | 45.39% | 13.28% | 16.6721 | -23.6615% | 1.1514 |
Mario Martino 