Sharpe Ratio / et al at Schwab?

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

  1. dcwriter2

    dcwriter2

    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?
     
    #1     Jun 2, 2021
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  2. 2rosy

    2rosy

    can you get returns?
    sharpe = mean(returns) /variance(returns)
     
    #2     Jun 2, 2021
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