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fund-analysis

Analyze fund performance, style drift, and FOF construction with quantitative models.

Updated Jun 30, 2026
Search Tags:#financial modeling#portfolio management#risk assessment#etf#fund analysis#fof
One-click install
npx skills add https://github.com/20YN04/vibe-trading-macos --skill fund-analysis-20yn04
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fund-analysis
Source: https://github.com/20YN04/vibe-trading-macos/tree/main/agent/src/skills/fund-analysis
Command: npx skills add https://github.com/20YN04/vibe-trading-macos --skill fund-analysis-20yn04

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, scipy.

What problem does it solve?

This skill addresses the difficulty of evaluating complex financial products by providing a standardized framework to assess performance, risk, and management quality, helping users move beyond superficial past-performance metrics.

Core Features & Use Cases

  • Performance & Risk Assessment: Calculate key metrics like Sharpe ratio, Sortino ratio, and maximum drawdown to evaluate risk-adjusted returns.
  • Style & Drift Detection: Utilize Sharpe style box analysis and rolling regression to identify a fund's true investment style and detect style drift.
  • FOF Construction: Build and rebalance Fund-of-Funds portfolios using multi-dimensional screening and asset allocation strategies.

Quick Start

Use the fund-analysis skill to evaluate the performance and style consistency of the fund with code 005827 over the last three years.

Frequently Asked Questions about fund-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I evaluate fund performance beyond simple past returns?▼

To evaluate fund performance beyond past returns, quantitative financial models calculate risk-adjusted metrics like Sharpe ratio, Sortino ratio, and maximum drawdown to assess true management capability.

What is the best way to detect style drift in an A-share or ETF portfolio?▼

Detecting style drift in an A-share or ETF portfolio is best achieved using Sharpe style box analysis and rolling regression to identify the fund's true investment style over time.

Can I build a Fund-of-Funds portfolio using quantitative screening?▼

Yes, you can build a Fund-of-Funds portfolio using multi-dimensional screening and asset allocation strategies to systematically construct and rebalance FOF portfolios.

Do I need pandas and scipy to run statistical computations for fund analysis?▼

Yes, fund analysis requires pandas, numpy, and scipy to execute statistical computation and regression analysis for quantitative financial modeling and risk assessment.

How does rolling regression work for investment style analysis?▼

Rolling regression for investment style analysis works by applying quantitative financial models across moving time windows to detect shifts in a fund's true investment style and management capability.

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