Portfolio Risk Metrics

v20260309

risk-metrics-calculation

Provides a toolkit for calculating VaR, CVaR, Sharpe, Sortino, and drawdown metrics to monitor portfolio risk, enforce limits, and support reporting or dashboarding for investment teams.

Finance Risk Portfolio VaR CVaR Sharpe Sortino Monitoring

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Overview

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.

Info

Category Data Science

Name risk-metrics-calculation

Version v20260309

Size 6.07KB

Source sickn33/antigravity-awesome-skills

Updated At 2026-03-10