Extended Lookback on Risk Calculations

Could we add 15Y and 20Y calculations for our most frequented Risk Metrics?

The 10-year calculations are a bit hairy because the recession was starting to inch down and the wild fluctuations from then will no longer be included.

The most important calculations would be:

- Standard Deviation (annualized)

- Drawdown

- Sharpe/Sortino

- Upside and Downside (currently not a data point, maybe imported?)

It would help us on both the sales front and on the AM front.