Agent skill · business finance · sickn33
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.
Why this skill is useful
Provides domain-specific calculations and methodologies for portfolio risk metrics that the AI wouldn't reliably generate on its own.
What it needs
About 1k tokens when loaded. Last updated 2026-08-07. 44,571 stars on the source repository.
What this skill does
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.
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills sickn33/risk-metrics-calculation--748a54