# risk-metrics-calculation

> Claude/Codex skill by [@wshobson](https://omgskills.com/library/wshobson/index.md) · 39k stars · Updated 2026-08-05

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.

Tags: agent-skills, agentic-ai, agents, ai-agents, anthropic, automation, claude-code, claude-code-plugins, codex-cli, copilot, cursor, cursor-rules, developer-tools, gemini-cli, mcp, multi-agent, opencode, orchestration, prompt-engineering, workflows

## Install

```sh
git clone https://github.com/wshobson/agents /tmp/agents && ln -s /tmp/agents/plugins/quantitative-trading/skills/risk-metrics-calculation ~/.claude/skills/risk-metrics-calculation
```

## From README

Risk Metrics Calculation Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis. When to Use This Skill Measuring portfolio risk Implementing risk limits Building risk dashboards Calculating risk-adjusted returns Setting position sizes Regulatory reporting Core Concepts Risk Metric Categories | Category | Metrics | Use Case | | ----------------- | --------------- | -------------------- | | Volatility | Std Dev, Beta | General risk | | Tail Risk | VaR, CVaR | Extreme losses | | Drawdown | Max DD, Calmar | Capital preservation | | Risk-Adjusted | Sharpe, Sortino | Performance | Time Horizons Detailed patterns and worked examples Detailed pattern documentation lives in references/details.md. Read that file when the navigation tier above is insufficient.

## Links

- HTML page: https://omgskills.com/library/wshobson/agents/plugins/quantitative-trading/skills/risk-metrics-calculation/
- GitHub: https://github.com/wshobson/agents
- Author: [@wshobson](https://omgskills.com/library/wshobson/index.md)

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