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Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Useful for measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
How this skill is triggered — by the user, by Claude, or both
Slash command
/antigravity-awesome-skills:risk-metrics-calculationThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
resources/implementation-playbook.md.resources/implementation-playbook.md for detailed patterns and examples.npx claudepluginhub sickn33/antigravity-awesome-skills --plugin antigravity-bundle-aas-mobile-app-builderCalculates portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Useful for measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Estimates potential future portfolio losses using VaR, Expected Shortfall, Monte Carlo simulations, stress testing, and factor-based risk decomposition.
Calculates risk-adjusted return metrics (Sharpe ratio, Treynor ratio, Jensen's alpha, Sortino ratio) to evaluate investment performance relative to risk.