Turn a NAV curve into a reproducible risk report: Sharpe, Calmar, max drawdown and recovery, win rates, VaR/CVaR and benchmark metrics. Runs fully local. No backend, no network, no data upload.
主要功能
01Single SKILL.md, zero dependencies, Node 18+
02Every number comes from a deterministic local script
03No backend, no API keys, no network calls
04Your NAV data never leaves the machine
05Drawdown anatomy: peak, trough, recovery, underwater time
06Optional benchmark: excess return, IR, tracking error, Beta
使用场景
01Check a fund's max drawdown and how long recovery took
02Compare a strategy's Sharpe and Calmar against a benchmark
03Review monthly win rate and longest losing streak before allocating
04Audit a track record for tail risk with VaR and CVaR
05Produce a consistent risk report for a client or IC review
06Verify NAV-based performance numbers before publishing them
