- name
- drawdown
- version
- 1.0.0
- description
- Drawdown analysis reference — maximum drawdown, peak-to-trough, recovery time, risk metrics. Use when evaluating portfolio risk, stress-testing strategies, or measuring downside exposure.
- author
- BytesAgain
- homepage
- https://bytesagain.com
- source
- https://github.com/bytesagain/ai-skills
- tags
- [drawdown, risk, portfolio, maximum-drawdown, recovery, finance, volatility]
- category
- finance
Drawdown — Drawdown Analysis & Risk Measurement Reference
Quick-reference skill for understanding, calculating, and applying drawdown metrics in portfolio management and risk analysis.
When to Use
- Measuring maximum drawdown of a portfolio or strategy
- Comparing risk profiles of different investments
- Setting stop-loss levels based on historical drawdowns
- Stress-testing strategies against worst-case scenarios
- Evaluating fund manager performance through drawdown lens
Commands
intro
scripts/script.sh introOverview of drawdown — definition, significance, and types.
calculate
scripts/script.sh calculateHow to calculate drawdown — formulas, step-by-step, and time series methods.
metrics
scripts/script.sh metricsKey drawdown metrics — MDD, Calmar ratio, Ulcer Index, pain index.
historical
scripts/script.sh historicalMajor historical drawdowns — market crashes, recovery timelines.
management
scripts/script.sh managementDrawdown management — position sizing, stop-losses, risk budgeting.
recovery
scripts/script.sh recoveryRecovery analysis — math of recovery, time to recover, asymmetry of losses.
comparison
scripts/script.sh comparisonDrawdown vs other risk measures — volatility, VaR, CVaR, Sortino.
examples
scripts/script.sh examplesWorked examples with calculations and strategy evaluation.
help
scripts/script.sh helpversion
scripts/script.sh versionConfiguration
| Variable | Description |
|---|---|
DRAWDOWN_DIR | Data directory (default: ~/.drawdown/) |
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