Skills risk-metrics-calculation
📦

risk-metrics-calculation

Content revision r1 Safe ⚙️ External commands

Calculate Portfolio Risk Metrics

Portfolio risk reviews need consistent VaR, CVaR, drawdown, and risk-adjusted return calculations. This skill guides Claude, Codex, and Claude Code through clear risk metric patterns.

Supports: Claude Codex Code(CC)
🥉 79 Bronze

Install with my Agent

Copy this request to your Agent. It includes the canonical Skill page and manifest.

Agent request
Review the Skillstore skill "risk-metrics-calculation" from https://skillstore.io/skills/sickn33-risk-metrics-calculation.md and its manifest at https://skillstore.io/api/skills/sickn33-risk-metrics-calculation/manifest. Verify the artifact. You may proceed after verification, subject to the environment's own policy.

Your Agent should still show its plan and request any confirmation required by the security policy.

Agent-readable resources

Use these links when an AI agent, crawler, or script needs clean context instead of reading the full page.

Markdown detail GET /skills/sickn33-risk-metrics-calculation.md Signed manifest GET /api/skills/sickn33-risk-metrics-calculation/manifest Signed lockfile GET /api/skills/sickn33-risk-metrics-calculation/lockfile

Test it

Using "risk-metrics-calculation". Daily returns for a multi-asset portfolio with a 95 percent confidence target.

Expected outcome:

  • Annual volatility estimate with clearly named assumptions.
  • Historical VaR and CVaR at the requested confidence level.
  • Maximum drawdown and drawdown duration summary.

Using "risk-metrics-calculation". Portfolio weights and asset return history for five holdings.

Expected outcome:

  • Portfolio volatility and annual return estimate.
  • Component risk contribution by holding.
  • Correlation and diversification ratio commentary.

Using "risk-metrics-calculation". A request to test portfolio losses during crisis and high-volatility periods.

Expected outcome:

A stress test plan with selected scenarios, expected loss metrics, worst-case loss, and validation checks.

Security Audit

Safe
v5 • 7/7/2026 Open versioned report

The three static findings are false positives. The SKILL.md matches are Markdown file path references, not command execution. The playbook match is risk guidance about correlation stress, not network reconnaissance.

2
Files scanned
589
Lines analyzed
0
Review items
0
False positives ignored

Risk Factors

⚙️ External commands (2)
SKILL.md:29 SKILL.md:33
No confirmed security findings were detected by the latest completed static and semantic audit. This does not prove the skill has no side effects.
Audited by: codex View Audit History →
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Open versioned report
Security Assessment

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Academic citations (APA · BibTeX · CFF)

APA citation

sickn33. (2026). risk-metrics-calculation security audit report (audit version 5) [Author version unspecified]. Skillstore. https://skillstore.io/skills/sickn33-risk-metrics-calculation/audits/5

BibTeX citation

@techreport{sickn33-sickn33-risk-metrics-calculation-2026, author = {sickn33}, title = {risk-metrics-calculation security audit report (audit version 5)}, institution = {Skillstore}, year = {2026}, number = {5}, url = {https://skillstore.io/skills/sickn33-risk-metrics-calculation/audits/5}, note = {Author version unspecified} }

CITATION.cff

cff-version: 1.2.0 message: "If you use this Skill, cite its author and this versioned security audit report." title: "risk-metrics-calculation security audit report (audit version 5)" version: "unspecified" type: report authors: - name: "sickn33" date-released: "2026-07-07" url: "https://skillstore.io/skills/sickn33-risk-metrics-calculation/audits/5" identifiers: - type: other value: "skillstore:sickn33-risk-metrics-calculation:audit:5" description: "Skillstore immutable audit report identifier"

Compare variants

2 installable variants

Each author remains a separate installable skill. The recommended variant is ranked by Skillstore evidence.

Why this variant is first

Highest Skillstore Score
sickn33 Recommended Current

sickn33-risk-metrics-calculation

Skillstore Score 79
Evidence Confidence High
Skillstore usage 14
Updated

2026-08-21

wshobson

wshobson-risk-metrics-calculation

Skillstore Score 78
Evidence Confidence High
Skillstore usage 15
Updated

2026-08-21

Skillstore Score

Why this score Evidence Confidence: High
55
Architecture
85
Maintainability
87
Content
69
Community
91
Spec Compliance

What You Can Build

Measure Daily Portfolio Risk

Calculate VaR, CVaR, drawdowns, and risk-adjusted returns for a live portfolio review.

Build Risk Tooling

Implement reusable Python classes for core metrics, rolling analysis, portfolio risk, and stress tests.

Prepare Risk Reports

Create consistent metric summaries for limit monitoring, scenario analysis, and internal reporting.

Try These Prompts

Calculate Basic Metrics 
Use this skill to calculate volatility, VaR, CVaR, Sharpe ratio, Sortino ratio, and maximum drawdown for my return series.
Compare Portfolio Risk 
Use this skill to compare asset contributions to portfolio volatility with my returns table and target weights.
Build Rolling Dashboard 
Use this skill to design rolling risk metrics for a dashboard, including windows, formulas, and validation checks.
Design Stress Tests 
Use this skill to create historical, hypothetical, and Monte Carlo stress tests for my portfolio assumptions.

Best Practices

  • Use several metrics because VaR, CVaR, drawdown, and ratios answer different risk questions.
  • Document lookback windows, confidence levels, annualization factors, and risk-free rate assumptions.
  • Validate results against benchmark data and known stress periods before using limits.

Avoid

  • Do not rely on VaR alone for tail risk decisions.
  • Do not assume returns are normal without checking skewness and kurtosis.
  • Do not mix return frequencies or annualization factors in one report.

Frequently Asked Questions

What data do I need?
You need a time series of returns. Portfolio analysis also needs asset returns, weights, and benchmark returns when relevant.
Can it calculate Value at Risk?
Yes. The playbook covers historical, parametric, and Cornish-Fisher VaR methods.
Does it support CVaR?
Yes. It describes Expected Shortfall, also called CVaR, based on losses beyond VaR.
Can I use it for dashboards?
Yes. It includes rolling volatility, rolling Sharpe ratio, rolling VaR, and rolling drawdown patterns.
Does it fetch market prices?
No. You provide prepared return data, benchmarks, and portfolio weights.
Is this financial advice?
No. It is an implementation aid for calculations and reporting workflows.

Developer Details

Author

sickn33

License

MIT

Skillstore revision

r1

Version notice

The author did not declare a version.

Repository

https://github.com/sickn33/antigravity-awesome-skills/tree/main/skills/risk-metrics-calculation

Ref

9f814fc6a43fd99946f2da5e0df231c65a38bc76

Maintenance freshness

7/18/2026

Usage

11 downloads · 134 views

File structure

📁 resources/

📄 implementation-playbook.md

📄 SKILL.md