Portfolio Analytics
Calculate Sharpe, Sortino, and Calmar ratios with drawdown analysis and quantstats performance reports.
⚠️
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This skill calculates comprehensive portfolio performance metrics including Sharpe, Sortino, and Calmar ratios, maximum drawdown, and recovery periods. It generates quantstats-style performance reports with benchmark comparison. Designed for portfolio managers, risk analysts, and investment professionals. From the AGIPro Labs claude-trading-skills collection. For educational and productivity use only. Always verify AI-generated outputs with a qualified professional before acting on them.
Compatible Agents
Claude CodeCursorCodexGemini CLI
Use Cases
- ✓Calculate Sharpe, Sortino, and Calmar ratios
- ✓Analyze maximum drawdown and recovery periods
- ✓Generate comprehensive quantstats performance reports
- ✓Compare portfolio performance against benchmarks
Trigger Phrases
“Calculate portfolio Sharpe ratio”“Portfolio performance analytics”“Maximum drawdown analysis”“Generate quantstats report”
How to Install
Copy the skill content, paste it into your AI agent's system prompt or project instructions, then describe your task.
Requirements
- Claude Code or Cursor
- Python 3.9+ with uv
- Portfolio returns data