Risk Metrics Calculation

---
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: safe
source: community
date_added: "2026-02-27"
---

# 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.