performance-metrics
CommunityAnalyze investment performance risk-adjusted.
Finance & Accounting#performance metrics#investment analysis#financial ratios#risk-adjusted returns#sharpe ratio#sortino ratio
AuthorJoelLewis
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps users evaluate and compare investment performance by calculating industry-standard risk-adjusted metrics, making it easier to understand the true value of an investment relative to its risk.
Core Features & Use Cases
- Risk-Adjusted Ratios: Computes Sharpe, Sortino, Information, Treynor, and Calmar ratios.
- Distribution Analysis: Calculates the Omega ratio and upside/downside capture ratios.
- Performance Comparison: Provides M-squared for direct comparison to benchmarks.
- Use Case: A user wants to know if Fund A or Fund B performed better over the last year, considering the volatility each fund experienced. This skill can calculate and compare their Sharpe ratios or other relevant metrics.
Quick Start
Calculate the Sharpe ratio for the provided fund returns and a risk-free rate of 3%.
Dependency Matrix
Required Modules
numpy
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: performance-metrics Download link: https://github.com/JoelLewis/finance_skills/archive/main.zip#performance-metrics Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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