RI
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.
Install
mkdir -p .claude/skills/risk-metrics-calculation-leluongnghia && curl -L -o skill.zip "https://agentskills.codes/api/skills/download/15538" && unzip -o skill.zip -d .claude/skills/risk-metrics-calculation-leluongnghia && rm skill.zipInstalls to .claude/skills/risk-metrics-calculation-leluongnghia
Activation
This is the description your AI agent reads to decide when to run this skill — the better it matches your request, the more reliably it fires.
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.191 chars✓ has a “when” trigger
About this skill
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.mdfor detailed patterns and examples.