(a) For the Time-weighted Returns, Monthly Volatility, XIRR: In the Report, we have annual figures and then the Overall figure. How are the Overall figures derived?
Please check out this article → Returns Definitions (TWR and XIRR) - StocksCafe Academy
(b) To convert the monthly volatility of the portfolio to annual volatility, do I multiply it by SQRT(12)?
Yes → https://www.ortecfinance.com/en/insights/blog/how-to-correctly-annualize-a-risk-measure
Along with the monthly volatility of the portfolio, can we also show the Sharpe Ratio?
Sharpe Ratio requires a risk-free returns and expected returns. So, it is not easy to really compute it objectively for everyone.
Instead, what we can do is use an alternative. Risk-Adjusted Returns = Time-Weighted / Volatility (Annualized). If you want this instead, please create a ticket for it.
(c) In the Portfolio Summary page, where the Beta , VaR and Expected Shortfall are shown, can we also show the current Portfolio Sharpe ratio?
See above answer