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.
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.
Teams using risk-metrics-calculation should expect a more consistent output, faster repeated execution, less prompt rewriting.
When to use this skill
- You want a reusable workflow that can be run more than once with consistent structure.
When not to use this skill
- You only need a quick one-off answer and do not need a reusable workflow.
- You cannot install or maintain the underlying files, dependencies, or repository context.
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. ## 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.
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