Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis.
SkillScore64Maintained
Automatic
◆Finance & Accounting pack
Last verified 8/29/2026
What it changes
Passed 14 of 22 test cases with the skill, and 9 of 22 without it.
Without skill41%
With skill64%
Checks it passed that the model alone missed
The default rolling window size is 63 trading days.
The default stress threshold is set to the 10th percentile.
The return covariance matrix is annualized using 252 trading days.
and 6 more in the full report
6 fixed8 passed either way7 still failing1 broke
Pass-rate lift
+23 pp
Tokens
+144%
Agent turns
0%
Response time
+6%
Model gemini-3.6-flashMeasured 8/29/2026v114 of 22 cases passed with skill
Tokens, turns and time describe resource use, not a dollar price.
See it in action
One of 6 test cases the skill fixed. Same model, same prompt, with and without the skill.
1 of 6
Prompt
When assessing an active strategy against a benchmark, portfolio managers compute tracking error and information ratio. Write a Python method to calculate the annualized Information Ratio of strategy returns against benchmark returns.
What was checked, without and with the skill
Checked
Without skill
With skill
Active returns are calculated as strategy returns minus benchmark returns.
Passed
Passed
Tracking error is calculated as the standard deviation of active returns annualized by square root of 252.
Missed
Passed
The Information Ratio is computed as annualized active return divided by tracking error.
Missed
Passed
case-09 · gemini-3.6-flash · 8/29/2026 · answers are capped and redacted
What's inside
The instructions your model reads when the skill loads.
SKILL.md552 linessingle file
Risk Metrics Calculation
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
When to Use This Skill
Measuring portfolio risk
Implementing risk limits
Building risk dashboards
Calculating risk-adjusted returns
Setting position sizes
Regulatory reporting
Core Concepts
1. Risk Metric Categories
Category
Metrics
Use Case
Volatility
Std Dev, Beta
General risk
Tail Risk
VaR, CVaR
Extreme losses
Drawdown
Max DD, Calmar
Capital preservation
Risk-Adjusted
Sharpe, Sortino
Performance
2. Time Horizons
Intraday: Minute/hourly VaR for day traders
Daily: Standard risk reporting
Weekly: Rebalancing decisions
Monthly: Performance attribution
Annual: Strategic allocation