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

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许可证:MIT-0

MIT-0 ·免费使用、修改和重新分发。无需归因。

版本:v1.0.0

统计:⭐ 0 · 38 · 0 current installs · 0 all-time installs

0

安装量(当前) 0

🛡 VirusTotal :良性 · OpenClaw :良性

Package:bytesagain3/drawdown

安全扫描(ClawHub)

  • VirusTotal :良性
  • OpenClaw :良性

OpenClaw 评估

The skill is a documentation/reference tool for drawdown analysis that only bundles a shell script to print guidance; its declared requirements are proportional to its purpose and nothing in the provided files appears to access secrets or external systems.

目的

Name/description (drawdown analysis reference) match the code and SKILL.md: the skill provides documentation and examples for drawdown metrics and points to running scripts/script.sh subcommands to show content. There are no unexpected credentials, binaries, or platform requirements.

说明范围

SKILL.md instructs the agent to run local commands (scripts/script.sh <command>) that correspond to the included script. The instructions only reference an optional DRAWDOWN_DIR config path and otherwise stay within the stated purpose (explanations, calculations, examples). There is no guidance to read arbitrary user files, search system state, or send data to external endpoints in the provided instructions.

安装机制

No install spec is present (instruction-only + included script). Nothing is downloaded or extracted from external URLs and no package managers are invoked; risk from install mechanisms is minimal.

证书

The skill declares no required environment variables or credentials. SKILL.md documents a single optional DRAWDOWN_DIR for data storage, which is reasonable for a reference/example skill. The provided script content does not access environment secrets in the reviewed portion.

持久

The skill does not request always:true, does not modify other skills or system-wide configuration in the provided files, and uses standard, local script execution. Autonomous invocation is allowed by platform default but is not unusual for this type of skill.

综合结论

This skill appears to be a local reference that prints drawdown analysis guidance and examples — nothing in the provided files indicates network calls, credential use, or reading unrelated files. Before installing: (1) review the entire scripts/script.sh to confirm there are no hidden network calls, file writes, or shell execs beyond printing text (the provided excerpt was truncated), (2) if you will run it in an environment with sensitive dat…

安装(复制给龙虾 AI)

将下方整段复制到龙虾中文库对话中,由龙虾按 SKILL.md 完成安装。

请把本段交给龙虾中文库(龙虾 AI)执行:为本机安装 OpenClaw 技能「Drawdown」。简介:Drawdown analysis reference — maximum drawdown, peak-to-trough, recovery time, …。
请 fetch 以下地址读取 SKILL.md 并按文档完成安装:https://raw.githubusercontent.com/openclaw/skills/refs/heads/main/skills/bytesagain3/drawdown/SKILL.md
(来源:yingzhi8.cn 技能库)

SKILL.md

打开原始 SKILL.md(GitHub raw)

---
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`

```bash
scripts/script.sh intro
```

Overview of drawdown — definition, significance, and types.

### `calculate`

```bash
scripts/script.sh calculate
```

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

### `metrics`

```bash
scripts/script.sh metrics
```

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

### `historical`

```bash
scripts/script.sh historical
```

Major historical drawdowns — market crashes, recovery timelines.

### `management`

```bash
scripts/script.sh management
```

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

### `recovery`

```bash
scripts/script.sh recovery
```

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

### `comparison`

```bash
scripts/script.sh comparison
```

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

### `examples`

```bash
scripts/script.sh examples
```

Worked examples with calculations and strategy evaluation.

### `help`

```bash
scripts/script.sh help
```

### `version`

```bash
scripts/script.sh version
```

## Configuration

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

---

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