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ZhiruiFeng
ZhiruiFengCOMMUNITY
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portfolio-risk

Compute VaR, volatility, drawdown, concentration, and correlation metrics for investment portfolios.

1|1|Updated Oct 2, 2025
Search Tags:#portfolio#stress-testing#risk#volatility#drawdown#var
Ready to run
npx skills add https://github.com/ZhiruiFeng/LocalAgentCrew --skill portfolio-risk
💬 Prompt for ChatGPT / Claude Chat▼
Please help me install this Agent Skill.
Skill: portfolio-risk
Source: https://github.com/ZhiruiFeng/LocalAgentCrew/tree/main/.claude/skills/portfolio-risk
Command: npx skills add https://github.com/ZhiruiFeng/LocalAgentCrew --skill portfolio-risk

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Analyzes portfolio risk across VaR, volatility, drawdown, concentration, and correlations to support informed risk decisions.

Core Features & Use Cases

  • VaR and downside risk assessment: quantified risk exposure for capital planning
  • Concentration & diversification: identify overexposed holdings and sector risk
  • Stress testing & scenario analysis: quantify portfolio impact under historical and hypothetical events
  • Use Case: a fund manager evaluates a 50-holding portfolio to pinpoint main risk drivers and generate mitigations

Quick Start

Provide a portfolio holdings table and historical returns, and ask for a risk assessment.

Frequently Asked Questions about portfolio-risk

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

FAQPage Schema
How do I calculate portfolio VaR and downside risk for capital planning?▼

To calculate portfolio VaR and downside risk, this Skill quantifies risk exposure across your holdings using historical returns data, generating actionable metrics suitable for capital planning and structured reporting.

What is the best way to stress test a portfolio against historical market events?▼

The best way to stress test a portfolio is by applying historical and hypothetical market events to your holdings dataset to quantify potential portfolio impact, identify main risk drivers, and generate mitigation recommendations.

How do I identify overexposed holdings and sector concentration risk in my portfolio?▼

To identify overexposed holdings and sector concentration risk, this Skill analyzes your portfolio holdings table and computes asset correlations and diversification metrics to pinpoint main risk drivers across the portfolio.

Can I assess portfolio volatility and drawdown across time for a 50-holding fund?▼

Yes, you can assess portfolio volatility and drawdown across time for a 50-holding fund by providing a holdings table and historical returns, enabling the Skill to compute risk metrics and review maximum drawdown.

What data do I need to start a portfolio risk assessment?▼

To start a portfolio risk assessment, you need to provide a portfolio holdings table and historical returns data, which the Skill uses to compute VaR, volatility, drawdown, concentration, and correlations.

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