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.
Scanned 9/4/2026
Install to Claude Code
Skills Directorynpx -y skills add NeverSight/skills_feed --skill risk-metrics-calculation --agent claude-codeInstalls into .claude/skills of the current project.
Are you the author of Risk Metrics Calculation?
Add the live security badge to your README — it updates automatically with every re-scan.
[](https://www.skillsdirectory.com/skills/neversight-risk-metrics-calculation-learn-skills-dev)More formats (shields.io, HTML) on the badges page.
---
name: risk-metrics-calculation
description: "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."
risk: unknown
source: community
---
# 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.
Is this your skill, or is something wrong with this listing? Request removal or report an issue. Author removals are honored within 72 hours.
No comments yet. Be the first to comment!
