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performance-metrics

Evaluate investment performance on a risk-adjusted basis using industry-standard ratios and capture analysis. Use when the user asks about Sharpe ratio, Sortino ratio, Information Ratio, Treynor ratio, Calmar ratio, Omega ratio, or upside/downside capture. Also trigger when users mention 'risk-adjusted returns', 'return per unit of risk', 'M-squared', 'is this fund worth the volatility', 'how to compare two managers', 'capture ratio', or ask which investment performed better after accounting for risk.

JoelLewis
maintainer
JoelLewis
업데이트됨 3/12/2026
스타
35
포크
8
quick start

Installation and usage

Evaluate investment performance on a risk-adjusted basis using industry-standard ratios and capture analysis. Use when the user asks about Sharpe ratio, Sortino ratio, Information Ratio, Treynor ratio, Calmar ratio, Omega ratio, or upside/downside capture. Also trigger when users mention 'risk-adjusted returns', 'return per unit of risk', 'M-squared', 'is this fund worth the volatility', 'how to compare two managers', 'capture ratio', or ask which investment performed better after accounting for risk.

설치
$ install --globalskills.sh
사용법

설치 후 터미널에서 다음 명령을 실행하여 이 스킬을 사용할 수 있습니다:

skills use performance-metrics