{"enrichment":{"faq":[{"a":"historical-risk computes annualized volatility from past price data using log returns and standard deviation. It supports multiple estimators: standard deviation from daily returns, Parkinson's high-low method for intraday volatility, and Yang-Zhang's range-based approach. Choose the method that best fits your data frequency and asset class.","q":"How to calculate historical volatility with historical-risk?"},{"a":"historical-risk analyzes maximum drawdown as the peak-to-trough decline from the highest portfolio value to its lowest subsequent point. The skill also calculates recovery time\u2014how long it took to return to the previous peak\u2014and drawdown duration, giving you a complete picture of worst historical declines and the time needed to recover.","q":"What is maximum drawdown and how does historical-risk measure it?"},{"a":"historical-risk computes historical Value at Risk (VaR) by analyzing past returns to estimate losses at a given confidence level (e.g., 95%). It also measures downside deviation and semi-variance, which focus only on returns below a threshold, capturing asymmetric downside risk that standard volatility misses.","q":"How does historical-risk calculate historical VaR and downside risk?"},{"a":"Yes. historical-risk calculates tracking error\u2014the standard deviation of differences between your portfolio returns and benchmark returns. This metric shows how much your portfolio deviates from its benchmark, helping you assess active management risk and consistency relative to your chosen index.","q":"Can historical-risk compare my portfolio performance to a benchmark?"},{"a":"historical-risk supports Parkinson's estimator, which uses high-low price ranges for efficient intraday volatility estimation, and Yang-Zhang's volatility estimator, which combines overnight gaps and intraday ranges. These advanced methods are particularly useful for assets with significant intraday trading ranges or overnight gaps.","q":"What advanced volatility estimators does historical-risk support?"},{"a":"historical-risk quantifies realized investment risk by combining multiple metrics: annualized volatility shows price variability, maximum drawdown reveals worst-case losses, recovery time indicates resilience, and historical VaR estimates tail risk. Together, these metrics provide a comprehensive view of how risky the investment has been historically.","q":"How risky has an investment been using historical-risk analysis?"}],"shadow_tags":["realized-risk","downside-metrics","peak-to-trough","volatility-estimators","historical-analysis","risk-quantification","drawdown-recovery","tail-risk"],"summary_rewrite":"Quantify how risky an investment has been using historical price data. This skill computes annualized volatility, maximum drawdown, recovery time, historical VaR, downside deviation, and tracking error\u2014supporting multiple volatility estimators including Parkinson and Yang-Zhang methods. Use it to analyze peak-to-trough losses and asymmetric downside risk."},"files":[{"bytes":8336,"path":"plugins/wealth-management/skills/historical-risk/SKILL.md","sha256":"fcf38cc8bf70fc2439fb5bcf5001f03f76faaa5ad6c05e7077f83f90d9fe6f77","url":"https://skillfed.io/files/JoelLewis/finance_skills/historical-risk/bece6a5b/SKILL.md"}],"id":"JoelLewis/finance_skills/historical-risk","links":{"html":"https://skillfed.io/JoelLewis/finance_skills/historical-risk","md":"https://skillfed.io/JoelLewis/finance_skills/historical-risk.md","repo":"https://github.com/JoelLewis/finance_skills"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":32,"language":"Python","last_updated":"2026-07-18","license":"MIT","name":"historical-risk","publisher":"JoelLewis","stars":159},"relations":{"similar":[{"id":"JoelLewis/finance_skills/performance-metrics"},{"id":"HKUDS/Vibe-Trading/risk-analysis"},{"id":"JoelLewis/finance_skills/volatility-modeling"},{"id":"JoelLewis/finance_skills/statistics-fundamentals"},{"id":"JoelLewis/finance_skills/forward-risk"},{"id":"HKUDS/Vibe-Trading/volatility"},{"id":"agiprolabs/claude-trading-skills/portfolio-analytics"},{"id":"HKUDS/Vibe-Trading/options-strategy"},{"id":"nicepkg/ai-workflow/options-strategy-advisor"},{"id":"BaggaT236/AI-Trading-Skills/options-strategy-advisor"}]},"slug":{"owner":"JoelLewis","repo":"finance_skills","skill":"historical-risk"},"version":"bece6a5b"}