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

## Limitations
- Use this skill only when the task clearly matches the scope described above.
- Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
- Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.

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**Source:** [`sickn33/agentic-awesome-skills`](https://github.com/sickn33/agentic-awesome-skills) → `skills/risk-metrics-calculation/SKILL.md`

**Also appears in:** `sickn33/agentic-awesome-skills/plugins/agentic-awesome-skills/skills/risk-metrics-calculation/SKILL.md`, `sickn33/agentic-awesome-skills/plugins/agentic-awesome-skills-claude/skills/risk-metrics-calculation/SKILL.md`