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From rmyndharis-antigravity-skills
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.
How this skill is triggered — by the user, by Claude, or both
Slash command
/rmyndharis-antigravity-skills:risk-metrics-calculationThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
resources/implementation-playbook.md.resources/implementation-playbook.md for detailed patterns and examples.npx claudepluginhub rmyndharis/antigravity-skills6plugins reuse this skill
First indexed Jun 2, 2026
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.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Useful for measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Calculates portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use for risk measurement, limit implementation, or monitoring systems.