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Drawdown
ASecurityDrawdown analysis reference — maximum drawdown, peak-to-trough, recovery time, risk metrics. Use when evaluating portfolio risk, stress-testing strategies, or measuring downside exposure.
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- Added September 7, 2026
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[](https://www.skillsdirectory.com/skills/bytesagain-drawdown)---
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/) |
---
*Powered by BytesAgain | bytesagain.com | hello@bytesagain.com*
Files in this skill
- SKILL.md
- scripts/script.sh
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