drawdown

# 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/) | --- *Powered by BytesAgain | bytesagain.com | hello@bytesagain.com*