{"skill":{"slug":"risk-metrics-calculation","displayName":"Risk Metrics Calculation","summary":"Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or...","tags":{"latest":"1.0.0"},"stats":{"comments":0,"downloads":406,"installsAllTime":3,"installsCurrent":3,"stars":0,"versions":1},"createdAt":1772790924481,"updatedAt":1777525671006},"latestVersion":{"version":"1.0.0","createdAt":1772790924481,"changelog":"Initial release — comprehensive portfolio risk metrics calculator.\n\n- Calculates key risk metrics: VaR, CVaR, Sharpe ratio, Sortino ratio, Calmar ratio, beta, volatility, drawdown.\n- Supports historical, parametric, and Cornish-Fisher VaR methods.\n- Provides drawdown and drawdown duration analysis.\n- Includes functions for risk-adjusted and relative performance measures (e.g., Omega ratio, information ratio).\n- Designed for integration in portfolio risk reporting, risk limits, and monitoring systems.","license":null},"metadata":null,"owner":{"handle":"zhengxinjipai","userId":"s1730v5c386prna2echd6pyczn83x8km","displayName":"zhengxinjipai","image":"https://avatars.githubusercontent.com/u/130424576?v=4"},"moderation":null}