{"enrichment":{"faq":[{"a":"risk-metrics-calculation measures portfolio risk across multiple dimensions including volatility, tail risk, drawdown, and risk-adjusted performance. It calculates Value at Risk (VaR), Expected Shortfall (CVaR), and drawdown analysis with support for multiple time horizons and stress testing scenarios to give you comprehensive risk visibility.","q":"How does risk-metrics-calculation measure portfolio risk metrics?"},{"a":"Yes. risk-metrics-calculation calculates both Value at Risk and Expected Shortfall (CVaR) to measure portfolio tail risk. VaR shows the maximum potential loss at a given confidence level, while CVaR captures the expected loss beyond that threshold, helping you understand extreme downside scenarios.","q":"Can risk-metrics-calculation calculate portfolio VaR and CVaR?"},{"a":"risk-metrics-calculation measures risk-adjusted returns using Sharpe and Sortino ratios. The Sharpe ratio evaluates excess return per unit of total volatility, while the Sortino ratio focuses on downside volatility only, making it useful for assessing performance when you care more about losses than gains.","q":"What risk-adjusted returns metrics does this skill support?"},{"a":"risk-metrics-calculation supports risk limits and position sizing for portfolio management. You can define maximum acceptable risk thresholds and the skill helps size positions accordingly, ensuring your portfolio stays within your risk tolerance and regulatory constraints.","q":"How can I implement position sizing based on risk limits?"},{"a":"Yes. risk-metrics-calculation performs maximum drawdown analysis to measure peak-to-trough declines in portfolio value. This helps with capital preservation planning and understanding the worst historical loss scenario your portfolio has experienced.","q":"Does risk-metrics-calculation support maximum drawdown analysis?"},{"a":"risk-metrics-calculation supports building risk dashboards and regulatory compliance reporting systems. You can monitor rolling risk metrics over time and generate reports that meet regulatory requirements, enabling both real-time risk monitoring and formal compliance documentation.","q":"Can risk-metrics-calculation build risk dashboards and compliance reports?"}],"shadow_tags":["tail-risk-analysis","risk-adjusted-performance","portfolio-monitoring","extreme-loss-modeling","capital-preservation-metrics","stress-testing-framework","multi-timeframe-analysis","regulatory-compliance-reporting"],"summary_rewrite":"Measure portfolio risk across volatility, tail risk, drawdown, and risk-adjusted performance dimensions. Includes Value at Risk, Expected Shortfall, and drawdown analysis with support for multiple time horizons and stress testing scenarios."},"files":[{"bytes":2008,"path":"plugins/quantitative-trading/skills/risk-metrics-calculation/SKILL.md","sha256":"d42f5937e253a072ad6fee37762fa0455d28314b31bd4ff088bd92c5e219e6c8","url":"https://skillfed.io/files/wshobson/agents/risk-metrics-calculation/76e3da07/SKILL.md"}],"id":"wshobson/agents/risk-metrics-calculation","links":{"html":"https://skillfed.io/wshobson/agents/risk-metrics-calculation","md":"https://skillfed.io/wshobson/agents/risk-metrics-calculation.md","repo":"https://github.com/wshobson/agents"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":4097,"language":"Python","last_updated":"2026-07-22","license":"MIT","name":"risk-metrics-calculation","publisher":"wshobson","stars":38308},"relations":{"similar":[{"id":"HKUDS/Vibe-Trading/risk-analysis"},{"id":"JoelLewis/finance_skills/performance-metrics"},{"id":"kirkluokun/awesome-a-stock-openclawskills/data-\u56de\u6d4b\u6846\u67b6"},{"id":"gracefullight/stock-checker/backtesting-trading-strategies"},{"id":"agiprolabs/claude-trading-skills/portfolio-analytics"},{"id":"JoelLewis/finance_skills/forward-risk"},{"id":"agiprolabs/claude-trading-skills/risk-management"},{"id":"JoelLewis/finance_skills/historical-risk"},{"id":"longbridge/skills/longbridge-portfolio"},{"id":"agiprolabs/claude-trading-skills/vectorbt"}]},"slug":{"owner":"wshobson","repo":"agents","skill":"risk-metrics-calculation"},"version":"76e3da07"}