risk-metrics-calculation
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.
Best use case
risk-metrics-calculation is best used when you need a repeatable AI agent workflow instead of a one-off prompt. It is especially useful for teams working in multi. 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.
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.
Users should expect a more consistent workflow output, faster repeated execution, and less time spent rewriting prompts from scratch.
Practical example
Example input
Use the "risk-metrics-calculation" skill to help with this workflow task. Context: 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.
Example output
A structured workflow result with clearer steps, more consistent formatting, and an output that is easier to reuse in the next run.
When to use this skill
- Use this skill when you want a reusable workflow rather than writing the same prompt again and again.
When not to use this skill
- Do not use this when you only need a one-off answer and do not need a reusable workflow.
- Do not use it if you cannot install or maintain the related files, repository context, or supporting tools.
Installation
Claude Code / Cursor / Codex
Manual Installation
- Download SKILL.md from GitHub
- Place it in
.claude/skills/risk-metrics-calculation/SKILL.mdinside your project - Restart your AI agent — it will auto-discover the skill
How risk-metrics-calculation Compares
| Feature / Agent | risk-metrics-calculation | Standard Approach |
|---|---|---|
| Platform Support | Not specified | Limited / Varies |
| Context Awareness | High | Baseline |
| Installation Complexity | Unknown | N/A |
Frequently Asked Questions
What does this skill do?
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.
Where can I find the source code?
You can find the source code on GitHub using the link provided at the top of the page.
SKILL.md Source
# 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.
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