how to obtain ETF backtesting data for expense ratio, beta, sortino, sharpe ratios

[boeinco]

is there any downloadable historical dataset (e.g. pre 2010) that includes expense, beta, sharpe, and sortino ratios?

[NinjaTrader_ChelseaB]

Hello boeinco,

I'm not aware of any sources of data that include this information. This thread will remain open for any community members that would like to assist.

That said, NinjaTrader would not be able to import that information with historical data. You would need to custom design the script to open a text file with StreamReader and read then parse these values.

Below is a public link to the help guide on importing data that shows the import format and what data can be imported.

https://ninjatrader.com/support/helpGuides/nt8/en-us/importing.htm