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@agent-skills-hub/risk-metrics-calculation

A

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.

skillclaude

Install

agr install @agent-skills-hub/risk-metrics-calculation --target claude

Writes 1 file into .claude/skills/, pinned to git-87d6b608.

  • .claude/skills/risk-metrics-calculation/SKILL.md

Document

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 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.

Trustgrade A

  • passBody integrity

    Whether the stored document is plausibly the kind of file the artifact declares, rather than something fetched by mistake.

  • passType matchnot applicable to this artifact type

    Whether the artifact is really the kind of thing its metadata claims it is.

  • passFreshness

    How long since the source repository was last pushed to.

  • passPrompt injection

    Scans the artifact's own text for instructions aimed at your agent rather than at you.

  • passLicense

    Whether the source repository declares an SPDX license permissive enough to redistribute.

How the grade is calculated

Each check contributes 0 points when it passes, 1 when it warns, and 2 when it fails. The total maps to a letter:

  • Aevery check passed
  • Bone warning
  • Ctwo warnings
  • Dprompt injection or body integrity failed, or three warnings
  • Fone of those failed, and something else is wrong

These are automated hygiene checks, not a security audit, and not a dependency or vulnerability scan. A grade of A means nothing was flagged — not that the artifact is safe.

Versions

  • git-87d6b608ba762026-07-31