# Risk Metrics Calculation

> 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.

- Skill: `rootcastleco/risk-metrics-calculation` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds add rootcastleco/risk-metrics-calculation`
- Raw SKILL.md: https://api.skillmd.com/api/skills/rootcastleco/risk-metrics-calculation/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: rootcastleco (https://skillmd.com/u/rootcastleco)
- Updated: 2026-09-08
- Page: https://skillmd.com/skills/rootcastleco/risk-metrics-calculation

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# Risk Metrics Calculation

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

## Use this skill when

- Measuring portfolio risk
- Implementing risk limits
- Building risk dashboards
- Calculating risk-adjusted returns
- Setting position sizes
- Regulatory reporting

## Do not use this skill when

- The task is unrelated to risk metrics calculation
- You need a different domain or tool outside this scope

## Instructions

- Clarify goals, constraints, and required inputs.
- Apply relevant best practices and validate outcomes.
- Provide actionable steps and verification.
- If detailed examples are required, open `resources/implementation-playbook.md`.

## Resources

- `resources/implementation-playbook.md` for detailed patterns and examples.

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> 🏰 **Rei Skills** — Curated by [Rootcastle Engineering & Innovation](https://www.rootcastle.com) | Batuhan Ayrıbaş  
> Engineering Beyond Boundaries | admin@rootcastle.com