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risk-metrics-calculation

combined

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.

When to use

• Measuring portfolio risk
• Implementing risk limits
• Building risk dashboards
• Calculating risk-adjusted returns
• Setting position sizes
• Regulatory reporting

When not to use

• The task is unrelated to risk metrics calculation
• You need a different domain or tool outside this scope
• 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.

Skill page

Conflict

The first two copies are nearly identical high-level instructions that point to a resource file, while the third copy contains the actual implementation logic, including a Python class for calculating VaR, CVaR, Sharpe, Sortino, and drawdowns. The first two lack the specific calculation steps, and the third lacks the explicit 'Do not use' and 'Limitations' sections found in the others. Combining them provides both the procedural guardrails and the technical implementation.