PortfoliosLab logoPortfoliosLab logo

Sharpe ratio window size

PD
Portfolio DudeOctober 09, 23 | Posted in Enhancement Requests
The Sharpe ratio chart is displaying rolling annualized figures currently. How can I get the values over a specific period instead? I'd like aggregated values over a time frame that includes previous crises for some of my funds.
2 comments

Sort by

DS
Dmitry ShevchenkoOctober 17, 23
We don't currently have this feature, but we plan to add more fine-grained control over tool calculation settings including the range selection in upcoming releases. Stay tuned!
DS
Dmitry ShevchenkoOctober 27, 25
Closing this as implemented, since multiple Sharpe periods have been supported in both the screeners and the Sharpe Ratio tool for some time now.

Category
Enhancement Requests

Tags
Views
236