Portfolio Performance Metrics

[@victoradenle4882]

Great Video, In situations where one constructs portfolios like Equally Weighted Portfolios, Minimum Weighted Portfolio, etc. Is it possible to calculate metrics such as the Sharpe Ratio, Information Ratio, and Treynor Ratio for the entire portfolio rather than analyzing individual funds separately. Where by the portfolio excess returns is used against the benchmark excess returns?

[@arash109]

Thanks for the video. It would be great if you could also share the relevant file.