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risk-metrics-calculation

Calculate VaR, CVaR, volatility, drawdowns, and risk-adjusted ratios from returns data.

Updated Aug 23, 2026
Search Tags:#metrics#portfolio#risk-management#risk#VaR#drawdown#CVaR
One-click install
npx skills add https://github.com/vorynkavitaliy/openclaw-assistent --skill risk-metrics-calculation-vorynkavitaliy
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: risk-metrics-calculation
Source: https://github.com/vorynkavitaliy/openclaw-assistent/tree/main/.agents/skills/risk-metrics-calculation
Command: npx skills add https://github.com/vorynkavitaliy/openclaw-assistent --skill risk-metrics-calculation-vorynkavitaliy

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This risk metrics tool helps quantify portfolio risk by computing volatility, VaR, CVaR, drawdown, and risk-adjusted performance across time periods.

Core Features & Use Cases

  • Compute volatility, tail risk, drawdowns, and risk-adjusted ratios (Sharpe, Sortino, Calmar) for single assets or portfolios.
  • Generate a comprehensive risk summary and scenario insights for risk management, compliance, and portfolio optimization.
  • Use cases include daily risk dashboards, performance attribution, and regulatory reporting.

Quick Start

Provide your asset returns series to RiskMetrics and call summary for a full risk report.

Frequently Asked Questions about risk-metrics-calculation

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

FAQPage Schema
How do I calculate VaR and CVaR for a portfolio in Python?▼

You can calculate VaR and CVaR for a portfolio by providing your asset returns series to the tool and calling the summary function to output a comprehensive risk report.

What is the best way to compute drawdowns and volatility for asset returns?▼

Computing drawdowns and volatility is done by inputting your asset returns data to generate a comprehensive risk summary with actionable ratios and visuals.

Can I calculate risk-adjusted performance ratios like Sharpe and Sortino?▼

Yes, you can calculate risk-adjusted performance ratios like Sharpe, Sortino, and Calmar by processing your asset returns data through the Python-based implementation.

Does this risk metrics tool require a benchmark to monitor portfolio limits?▼

No, a benchmark is not required to monitor portfolio limits; the tool requires input returns data to calculate core risk metrics, while an optional benchmark can be provided.

How do I generate a daily risk dashboard for regulatory reporting?▼

You generate a daily risk dashboard for regulatory reporting by inputting returns data to compute volatility, tail risk, and risk-adjusted ratios, outputting a summary with scenario insights and visuals.

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