calculation▌

Risk Metrics Calculation \n Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis. \n Use this skill when \n \n Measuring portfolio risk \n Implementing risk limits \n Building risk dashboards \n Calculating risk-adjusted returns \n Setting position sizes \n Regulatory reporting \n \n Do not use this skill when \n \n The task is unrelated to risk metrics calculation \n You need a different domain or tool outside this s

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