The Scenario
You're a financial advisor running your quarterly fund screener. Forty mutual funds. Four columns you need: beta, standard deviation, Sharpe ratio, and Sortino ratio. You ran this screen last quarter and it took half a day — three hours of data pulls and a full hour of cleanup where some funds returned Sortino ratios in one format and others in another.
Your client meetings start Thursday. Today is Tuesday.
The bad version:
- Navigate to a financial data source, pull beta for the first fund, paste into column B.
- Pull standard deviation from a second endpoint — or the same endpoint, if it's bundled — paste into column C.
- Pull Sharpe and Sortino from a third call. Discover that about 8 of the 40 funds don't have Sortino ratios in the dataset and decide how to handle the blanks before you can sort the results.
Forty funds, four metrics each, and an hour of post-pull normalization every quarter.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent inside your Excel workbook. It reads the 40 fund tickers in column A and, through its built-in Twelve Data integration, fetches all four risk metrics in one pass and writes them into columns B through E.
Fetch risk metrics from Twelve Data for each mutual fund symbol in column A. Write beta into column B, standard deviation into column C, Sharpe ratio into column D, and Sortino ratio into column E. Write N/A explicitly for any metric not available rather than leaving the cell blank.
What You Get
- Beta, standard deviation, Sharpe ratio, and Sortino ratio in columns B through E for all 40 funds.
- N/A written explicitly for unavailable metrics so blanks always mean pull failure, not missing data.
- Values from a consistent source and calculation period.
- Any fund symbol Twelve Data cannot resolve flagged in column F.
What If the Data Is Not Quite Ready
If you want ETF-specific risk analytics instead of mutual fund metrics
Fetch ETF risk analytics from Twelve Data for each fund ticker in column A. Write volatility into column B, beta into column C, and 3-year Sharpe ratio into column D. For ETFs listed fewer than 3 years, write the available-period Sharpe and note the period in column E.
If you want to flag funds where calculation period differs from the rest of the list
Fetch risk metrics from Twelve Data for each fund in column A. Write beta into column B, standard deviation into column C, and the calculation period used into column D. Flag any fund where the period differs from the most common period in the list with PERIOD MISMATCH in column E.
If your screen requires a minimum Sharpe ratio for inclusion
Fetch Sharpe ratio and Sortino ratio from Twelve Data for each fund in column A. Write into columns B and C. In column D, write PASSES if Sharpe is above 0.5 and Sortino above 0.8, REVIEW if one criterion is met, and FAILS if neither. Sort so PASSES funds appear first.
Kill-chain: fetch four metrics, build a composite score, and rank the screener
Fetch beta, standard deviation, Sharpe ratio, and Sortino ratio from Twelve Data for each fund in column A. Write into columns B through E. In column F, calculate a composite score: Sharpe plus Sortino minus (beta x 0.5) minus (standard deviation x 0.1). Rank from highest to lowest in column G. Write TOP 10 in column H for the top 10 funds by composite score.
Try It
Get the 7-day free trial of SheetXAI and open your mutual fund screener workbook with tickers in column A, then ask it to populate all four risk metrics and rank the results before your client meetings. Also see pulling ETF composition data and the full Twelve Data overview.