risk-metrics-calculation

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

Quality

64%

Does it follow best practices?

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Quality

Content

36%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

The body is well-structured and concise but lacks any executable domain content — no formulas, code, or concrete workflow steps for the risk metrics it names, and its single reference target is missing from the bundle.

Suggestions

Add concrete, copy-paste-ready formulas or code for VaR, CVaR, Sharpe, Sortino, and drawdown (e.g. a minimal Python snippet per metric) so the Instructions section is actionable rather than boilerplate.

Replace the generic process bullets with a sequenced workflow with explicit validation checkpoints (e.g. 'compute returns -> calculate VaR -> cross-check CVaR >= VaR -> confirm drawdown against peak/trough').

Create the referenced resources/implementation-playbook.md (or remove the dangling reference) so progressive disclosure actually resolves.

Dimension	Reasoning	Score
Conciseness	Mostly lean and token-efficient, but the opening line repeats the description ('Comprehensive risk measurement toolkit... Value at Risk, Expected Shortfall, drawdown') and the 'Do not use' bullets are generic filler that could be trimmed.	4 / 5
Actionability	Instructions are pure boilerplate ('Apply relevant best practices and validate outcomes', 'Provide actionable steps and verification') with no formulas, code, or method-selection guidance for the named metrics; all substance is deferred to a missing file, so it describes rather than instructs.	1 / 5
Workflow Clarity	A rough generic sequence exists (clarify goals, apply best practices, validate) but steps are poorly defined and lack concrete validation checkpoints for the actual risk calculations.	2 / 5
Progressive Disclosure	Sections are well-organized and the reference to resources/implementation-playbook.md is clearly signaled one level deep, but that file does not exist on disk, so the promised detailed patterns are not navigable.	3 / 5
	Total	10 / 20 Passed

Description

92%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A strong, specific description that names concrete metrics and provides explicit 'what' and 'when' guidance in third-person voice. Trigger-term coverage is good but could add a few more natural synonyms.

Dimension	Reasoning	Score
Specificity	Lists multiple concrete actions and metrics — 'VaR, CVaR, Sharpe, Sortino, and drawdown analysis' — giving comprehensive coverage with no gaps, matching the 5 anchor.	5 / 5
Completeness	Explicitly answers both 'what' (Calculate portfolio risk metrics...) and 'when' (Use when measuring...) with concrete trigger phrases, matching the 5 anchor.	5 / 5
Trigger Term Quality	Natural trigger phrases ('measuring portfolio risk', 'implementing risk limits', 'building risk monitoring systems') give good coverage, but common synonyms like 'risk-adjusted returns', 'risk reporting', or 'stress testing' are missing.	4 / 5
Distinctiveness Conflict Risk	Clear niche with distinctive metric-based triggers (VaR, CVaR, Sharpe, Sortino) that minimize overlap with other skills.	5 / 5
	Total	19 / 20 Passed

Validation

100%

Warnings & errors only

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 16 / 16 Passed

Validation for skill structure

No warnings or errors.

Repository: rmyndharis/antigravity-skills
Path: skills/risk-metrics-calculation/SKILL.md
Commit: 3eff4af

Reviewed: 22 days ago

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