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fund-analysis

Analyze fund performance and risk metrics to screen diversified allocations.

Updated Jun 12, 2026
Search Tags:#performance#screening#risk#etf#style-drift#fund-analysis#fof
One-click install
npx skills add https://github.com/GGwujun/SigmX --skill fund-analysis-ggwujun
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fund-analysis
Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/fund-analysis
Command: npx skills add https://github.com/GGwujun/SigmX --skill fund-analysis-ggwujun

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Systematically evaluates fund performance, risk, and manager quality to identify durable sources of alpha across mutual funds, ETFs, and FO F portfolios.

Core Features & Use Cases

  • Performance and risk metrics: analyze annualized returns, Sharpe, information ratio, and drawdown to rank funds.
  • Style and drift analysis: detect style consistency and drift between declared and actual holdings.
  • FOF construction and ETF selection: build fund of funds allocations and select ETFs with favorable tracking and costs.

Quick Start

Run a fund-screening task over your fund universe to generate a shortlist for a FOF portfolio.

Frequently Asked Questions about fund-analysis

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

FAQPage Schema
How do I screen mutual funds and ETFs using historical performance and risk metrics?▼

Screen mutual funds and ETFs by analyzing historical performance data, annualized returns, Sharpe ratio, and drawdown to rank funds and generate a shortlist for allocation.

What is style drift analysis and how does it detect inconsistencies in fund holdings?▼

Style drift analysis detects inconsistencies by comparing declared fund holdings against actual holdings, evaluating style consistency to identify deviations in fund management strategy.

How do I construct a FOF portfolio and select ETFs with favorable tracking and costs?▼

Construct FOF portfolios by running a fund-screening task over your fund universe to generate a shortlist, then select ETFs evaluating tracking metrics and cost efficiency for allocation.

Can I use this fund evaluation framework for KPI-driven assessment across different fund types?▼

Yes, the KPI-driven evaluation framework applies to mutual funds, ETFs, and FOF portfolios, analyzing historical performance data and risk metrics for systematic assessment.

What metrics are used to identify sustainable alpha sources in fund analysis?▼

Sustainable alpha sources are identified using annualized returns, Sharpe ratio, information ratio, and drawdown metrics to systematically evaluate fund performance and manager quality.

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