{"enrichment":{"faq":[{"a":"Portfolio Analytics calculates comprehensive performance metrics including returns, volatility, value-at-risk (VaR), Sharpe ratio, Sortino ratio, Calmar ratio, maximum drawdown, CAGR, and trade-level statistics. The skill analyzes equity curves and trade logs to generate risk-adjusted ratios and rolling performance windows for thorough strategy evaluation.","q":"What portfolio performance metrics can Portfolio Analytics calculate?"},{"a":"Portfolio Analytics uses quantstats to generate professional HTML reports suitable for investor presentations. These reports include performance summaries, risk metrics, drawdown analysis, monthly and yearly return attribution tables, and benchmark comparisons\u2014all formatted for easy interpretation by stakeholders.","q":"How does Portfolio Analytics generate investor-ready reports?"},{"a":"Yes, Portfolio Analytics compares multiple strategies using risk-adjusted performance metrics including Sharpe ratio, Sortino ratio, information ratio, alpha, beta, and tracking error. This enables ranking and comparison of strategies to identify which delivers superior risk-adjusted returns relative to benchmarks.","q":"Can Portfolio Analytics compare multiple strategies using risk-adjusted ratios?"},{"a":"Portfolio Analytics analyzes maximum drawdown, underwater time, rolling volatility windows, and rolling drawdown periods. It examines equity curve behavior to identify peak-to-trough declines and volatility patterns, helping assess strategy resilience during market stress periods.","q":"What drawdown and volatility analysis does Portfolio Analytics provide?"},{"a":"Portfolio Analytics extracts trade-level statistics including win rate and profit factor from trade logs. It compares strategy performance against benchmarks using alpha, beta, and tracking error to quantify outperformance and systematic risk exposure relative to market indices.","q":"How does Portfolio Analytics evaluate trade-level statistics and benchmark performance?"},{"a":"Portfolio Analytics is released under the MIT license, allowing free use, modification, and distribution for both commercial and non-commercial purposes with minimal restrictions.","q":"What is the license for Portfolio Analytics?"}],"shadow_tags":["performance-measurement","risk-assessment","backtest-analysis","strategy-comparison","investor-reporting","drawdown-tracking","ratio-computation","benchmark-attribution","trade-analytics","return-attribution"],"summary_rewrite":"Portfolio Analytics calculates comprehensive performance metrics from equity curves and trade logs, including returns, volatility, value-at-risk, Sharpe and Sortino ratios, maximum drawdown, and trade-level statistics. Generate rolling analysis windows and investor-ready performance summaries to evaluate strategy performance against benchmarks."},"files":[{"bytes":11502,"path":"skills/portfolio-analytics/SKILL.md","sha256":"ebaf91cd8678957eaa21f9298b178dc82baee2dfecf4458a5e91e1479265e849","url":"https://skillfed.io/files/agiprolabs/claude-trading-skills/portfolio-analytics/02c2cfd7/SKILL.md"}],"id":"agiprolabs/claude-trading-skills/portfolio-analytics","links":{"html":"https://skillfed.io/agiprolabs/claude-trading-skills/portfolio-analytics","md":"https://skillfed.io/agiprolabs/claude-trading-skills/portfolio-analytics.md","repo":"https://github.com/agiprolabs/claude-trading-skills"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":52,"language":"Python","last_updated":"2026-06-24","license":"MIT","name":"portfolio-analytics","publisher":"agiprolabs","stars":248},"relations":{"similar":[{"id":"agiprolabs/claude-trading-skills/trading-visualization"},{"id":"HKUDS/Vibe-Trading/risk-analysis"},{"id":"terrylica/cc-skills/opendeviation-eval-metrics"},{"id":"TradersPost/pinescript-agents/pine-backtester"},{"id":"HKUDS/Vibe-Trading/correlation-analysis"},{"id":"agentmc15/polymarket-trader/trader-analysis"},{"id":"organvm/a-i--skills/defi-trading-systems"},{"id":"personamanagmentlayer/pcl/trading-expert"},{"id":"HKUDS/Vibe-Trading/credit-analysis"},{"id":"RightNow-AI/openfang/trader"}]},"slug":{"owner":"agiprolabs","repo":"claude-trading-skills","skill":"portfolio-analytics"},"version":"02c2cfd7"}