Selezione Omega – andamento a 5 anni


Selezione Omega
Risk Analysis 27/10/2017 To 28/10/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-8,22%-1,70%1,9502-10,7809%0,7558
Omega 3-13,13%-2,77%3,6485-18,1658%0,8099
Omega 4-7,97%-1,65%5,5517-18,6986%0,9500
Omega 519,46%3,62%12,9387-30,7982%1,0697
Omega 656,38%9,35%18,6158-34,1986%1,1111

Selezione Omega – andamento a 4 anni


Selezione Omega
Risk Analysis 27/10/2018 To 28/10/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-7,14%-1,83%2,1568-10,7809%0,7618
Omega 3-10,78%-2,81%4,0100-18,1658%0,8215
Omega 4-2,36%-0,59%5,8237-18,6986%0,9861
Omega 527,18%6,19%13,5013-30,7982%1,1093
Omega 659,83%12,43%19,8748-34,1986%1,1352

Selezione Omega – andamento a 3 anni


Selezione Omega
Risk Analysis 27/10/2019 To 28/10/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-9,37%-3,22%2,4328-10,7809%0,6337
Omega 3-14,86%-5,22%4,4667-18,1658%0,7009
Omega 4-10,21%-3,52%6,1026-18,6986%0,8958
Omega 513,16%4,20%13,9461-30,7982%1,0808
Omega 629,32%8,94%20,7368-34,1986%1,1021

Selezione Omega – andamento a 2 anni


Selezione Omega
Risk Analysis 27/10/2020 To 28/10/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,77%-2,92%0,9036-6,5991%0,5304
Omega 3-7,97%-4,06%2,0356-9,8868%0,6714
Omega 4-1,02%-0,51%4,6336-9,2826%0,9844
Omega 513,55%6,55%8,4275-9,9620%1,1388
Omega 63,30%1,64%15,9557-22,2951%1,0310

Selezione Omega – andamento ad 1 anno


Selezione Omega
Risk Analysis 27/10/2021 To 28/10/2022 – Daily Frequency – Aligned to Start Date

NamePerfAnn PerfAnn Std DevMax DrawdownOmega
Omega 2-5,90%-5,89%1,1874-6,2203%0,4075
Omega 3-8,73%-8,71%2,6314-9,2910%0,5237
Omega 4-5,42%-5,41%5,6360-8,5729%0,8489
Omega 5-5,77%-5,76%9,1219-9,9620%0,9080
Omega 6-14,83%-14,79%15,3057-22,2951%0,8543