risk▌

Portfolio risk measurement with VaR, CVaR, Sharpe, Sortino, and drawdown analysis. \n \n Covers 15+ risk metrics across volatility, tail risk, drawdown, and risk-adjusted return categories with parametric, historical, and Cornish-Fisher VaR methods \n Includes rolling window analysis, portfolio-level calculations with marginal risk contribution and risk parity optimization, and stress testing against historical crises or hypothetical shocks \n Supports Monte Carlo simulation with elevated volati