risk-metrics-calculation

SKILL.md

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

| Volatility | Std Dev, Beta | General risk | | Tail Risk | VaR, CVaR | Extreme losses | | Drawdown | Max DD, Calmar | Capital preservation | | Risk-Adjusted | Sharpe, Sortino | Performance |

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. Source: wshobson/agents.

Open your terminal or command line tool (Terminal, iTerm, Windows Terminal, etc.) Copy and run this command: npx skills add https://github.com/wshobson/agents --skill risk-metrics-calculation Once installed, the skill will be automatically configured in your AI coding environment and ready to use in Claude Code or Cursor

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