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Drawdown

by @bytesagain3

Drawdown analysis reference — maximum drawdown, peak-to-trough, recovery time, risk metrics. Use when evaluating portfolio risk, stress-testing strategies, o...

Versionv1.0.0
Downloads376
Installs1
#clawhub
TERMINAL
clawhub install drawdown

📖 About This Skill

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 intro

    Overview of drawdown — definition, significance, and types.

    calculate

    scripts/script.sh calculate

    How to calculate drawdown — formulas, step-by-step, and time series methods.

    metrics

    scripts/script.sh metrics

    Key drawdown metrics — MDD, Calmar ratio, Ulcer Index, pain index.

    historical

    scripts/script.sh historical

    Major historical drawdowns — market crashes, recovery timelines.

    management

    scripts/script.sh management

    Drawdown management — position sizing, stop-losses, risk budgeting.

    recovery

    scripts/script.sh recovery

    Recovery analysis — math of recovery, time to recover, asymmetry of losses.

    comparison

    scripts/script.sh comparison

    Drawdown vs other risk measures — volatility, VaR, CVaR, Sortino.

    examples

    scripts/script.sh examples

    Worked examples with calculations and strategy evaluation.

    help

    scripts/script.sh help

    version

    scripts/script.sh version

    Configuration

    | Variable | Description | |----------|-------------| | DRAWDOWN_DIR | Data directory (default: ~/.drawdown/) |

    *Powered by BytesAgain | bytesagain.com | hello@bytesagain.com*

    ⚡ When to Use

    TriggerAction
    - 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

    ⚙️ Configuration

    | Variable | Description | |----------|-------------| | DRAWDOWN_DIR | Data directory (default: ~/.drawdown/) |

    *Powered by BytesAgain | bytesagain.com | hello@bytesagain.com*