Hi Pritviraj,
Thanks for these detailed feature request. We have already started work on it and will roll them out soon enough.
Do keep in mind that we get a lot of feature request and hence we have to prioritise. For obvious reasons, subscribers with annual plans are accorded higher priority because of their longer-term commitment to our platform. Having said that, we are working on your feature requests and below are the expected timelines for roll out:
Metrics Required: In addition to Alpha and Sharpe Ratios, include: Sortino Ratio, Treynor Ratio, Information Ratio, and Capture Ratios (Capture Ratio, Up Capture Ratio, Down Capture Ratio)
We will create functions that will calculate these metrics on the fly. This would give you much more flexibility with timeframes.
ETA: 15th Dec 2024
Timeframe Expansion: Provide all metrics (Alpha, Sharpe, Sortino, Treynor, Information, Capture Ratios) across 1-month, 3-month, 6-month, and 1+ year periods.
Refer point above. ETA: 15th Dec 2024
Asset Class Coverage: Extend these metrics and timeframes to support mutual funds, ETFs, stocks, and sectors.
Sectors can be accessed through NSE sectoral indices and our custom SHI indices.
ETA: 15th Jan 2025
Configuration Support: Ensure configurable options for short-term (1-month, 3-month, 6-month) and long-term (1+ year) timeframes.
We are not clear with this request. Can you help us understand this with an example.
