Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
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Use risk-metrics-calculation to using [portfolio holdings and return data], calculate VaR, CVaR, Sharpe, Sortino, and drawdown for [risk horizon], then provide actionable risk-limit recommendations.
Required inputs
[portfolio holdings and return data]
[risk horizon]
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SKILL.md
name: risk-metrics-calculationdescription: Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Risk Metrics Calculation
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Use this skill when
Measuring portfolio risk
Implementing risk limits
Building risk dashboards
Calculating risk-adjusted returns
Setting position sizes
Regulatory reporting
Do not use this skill when
The task is unrelated to risk metrics calculation
You need a different domain or tool outside this scope
Instructions
Clarify goals, constraints, and required inputs.
Apply relevant best practices and validate outcomes.
Provide actionable steps and verification.
If detailed examples are required, open resources/implementation-playbook.md.
Resources
resources/implementation-playbook.md for detailed patterns and examples.