Skills · Data & AI

Risk Metrics Calculation

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Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

Originally by wshobson · MIT

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Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

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risk-metrics-calculation/SKILL.md61 lines2.0 KBRawView on GitHub
Frontmatter — 2 properties
namerisk-metrics-calculation
descriptionCalculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
1---
2name: risk-metrics-calculation
3description: Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
4---A5No allowed-tools declared — no way to tell what this skill may touch
5 
6# Risk Metrics Calculation
7 
8Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
9 
10## When to Use This Skill
11 
12- Measuring portfolio risk
13- Implementing risk limits
14- Building risk dashboards
15- Calculating risk-adjusted returns
16- Setting position sizes
17- Regulatory reporting
18 
19## Core Concepts
20 
21### 1. Risk Metric Categories
22 
23| Category | Metrics | Use Case |
24| ----------------- | --------------- | -------------------- |
25| **Volatility** | Std Dev, Beta | General risk |
26| **Tail Risk** | VaR, CVaR | Extreme losses |
27| **Drawdown** | Max DD, Calmar | Capital preservation |
28| **Risk-Adjusted** | Sharpe, Sortino | Performance |
29 
30### 2. Time Horizons
31 
32```
33Intraday: Minute/hourly VaR for day traders
34Daily: Standard risk reporting
35Weekly: Rebalancing decisions
36Monthly: Performance attribution
37Annual: Strategic allocation
38```
39 
40## Detailed patterns and worked examples
41 
42Detailed pattern documentation lives in `references/details.md`. Read that file when the navigation tier above is insufficient.
43 
44## Best Practices
45 
46### Do's
47 
48- **Use multiple metrics** - No single metric captures all risk
49- **Consider tail risk** - VaR isn't enough, use CVaR
50- **Rolling analysis** - Risk changes over time
51- **Stress test** - Historical and hypothetical
52- **Document assumptions** - Distribution, lookback, etc.
53 
54### Don'ts
55 
56- **Don't rely on VaR alone** - Underestimates tail risk
57- **Don't assume normality** - Returns are fat-tailed
58- **Don't ignore correlation** - Increases in stress
59- **Don't use short lookbacks** - Miss regime changes
60- **Don't forget transaction costs** - Affects realized risk
61 

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