★ 2 · Updated 2026-10-05
Calculates volatility, VaR, CVaR, drawdowns, risk-adjusted returns, and portfolio risk contributions from return data.
Browse skills that use this input.
★ 2 · Updated 2026-10-05
Calculates volatility, VaR, CVaR, drawdowns, risk-adjusted returns, and portfolio risk contributions from return data.
★ 2,153 · Updated 2026-10-05
Calculates portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, volatility, and drawdown statistics.