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.
npx mdskills install sickn33/risk-metrics-calculation@sickn33? Sign in with GitHub to claim this listing.Generic template lacking specific risk calculation formulas and actionable implementation steps
1---2name: risk-metrics-calculation3description: 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.4---56# Risk Metrics Calculation78Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.910## Use this skill when1112- Measuring portfolio risk13- Implementing risk limits14- Building risk dashboards15- Calculating risk-adjusted returns16- Setting position sizes17- Regulatory reporting1819## Do not use this skill when2021- The task is unrelated to risk metrics calculation22- You need a different domain or tool outside this scope2324## Instructions2526- Clarify goals, constraints, and required inputs.27- Apply relevant best practices and validate outcomes.28- Provide actionable steps and verification.29- If detailed examples are required, open `resources/implementation-playbook.md`.3031## Resources3233- `resources/implementation-playbook.md` for detailed patterns and examples.34
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