Sharpe Ratio / et al at Schwab?

Discussion in 'Risk Management' started by dcwriter2, Jun 2, 2021.

  1. For reasons I wont get into, I'm using a Schwab Street Smart account and was surprised to learn that I can not get any risk metrics (Sharpe/Sortino et al) on my portfolio or individual positions. Any one know a quick way to do this with the data Schwab provides?
  2. 2rosy


    can you get returns?
    sharpe = mean(returns) /variance(returns)