Choose an ETF share. (You can browse them on ETFdb.com for example). What are the underlying assets to the best of your knowledge? Can you explain when you should expect the value of the share to increase or decrease? Now download historical monthly prices on excel and calculate the following based on only these prices: Monthly returns Expected return Standard deviation of the returns Sharp ratio Skew Kurtosis LPSD Sortino ratio VaR (5%) Expected Shortfall (5%) Choose an ETF share. (You can browse them on ETFdb.com for example). What are the underlying assets to the best of your knowledge? Can you explain when you should expect the value of the share to increase or decrease? Now download historical monthly prices on excel and calculate the following based on only these prices: Monthly returns Expected return Standard deviation of the returns Sharp ratio Skew Kurtosis LPSD Sortino ratio VaR (5%) Expected Shortfall (5%)