Skill

/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.

One skill from wshobson-agents.

shell

$ npx -y skills add wshobson/agents --skill risk-metrics-calculation --agent claude-code

Installs just this skill. Get the whole plugin for auto-invocation.

How it fires

How this skill gets triggered: by you, by Claude, or both.

Fires itselfClaude auto-loads it when your prompt matches the work.
You can call itInvoke it directly when you want it.
Slash command/risk-metrics-calculation

Context preview

The summary Claude sees to decide when to auto-load this skill.

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.

Stats

Stars38,174

Forks4,092

LanguagePython

LicenseMIT

Ships with wshobson-agents

SKILL.md

risk-metrics-calculation.SKILL.md

---
name: risk-metrics-calculation
description: 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.
---

# Risk Metrics Calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

## When to Use This Skill

- Measuring portfolio risk
- Implementing risk limits
- Building risk dashboards
- Calculating risk-adjusted returns
- Setting position sizes
- Regulatory reporting

## Core Concepts

### 1. Risk Metric Categories

| Category          | Metrics         | Use Case             |
| ----------------- | --------------- | -------------------- |
| **Volatility**    | Std Dev, Beta   | General risk         |
| **Tail Risk**     | VaR, CVaR       | Extreme losses       |
| **Drawdown**      | Max DD, Calmar  | Capital preservation |
| **Risk-Adjusted** | Sharpe, Sortino | Performance          |

### 2. Time Horizons

```
Intraday:   Minute/hourly VaR for day traders
Daily:      Standard risk reporting