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.
Start a fresh conversation. Replace the highlighted placeholders.
Use risk-metrics-calculation to analyze the risk of [portfolio data] under [scenario assumptions] and deliver actionable risk-limit recommendations for [decision context].
Required inputs
[portfolio data]
[scenario assumptions]
[decision context]
User-approved starter prompt based on a pinned source version; check current skill requirements before running. Task evidence ↗
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: safesource: communitydate_added: "2026-02-27"
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.
Limitations
Use this skill only when the task clearly matches the scope described above.
Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.