Drawdown — Drawdown Analysis & Risk Measurement Reference

---

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

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/) |

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