Risk Report Skill

Generate a standardized one-page risk summary. Ask for the returns series location (CSV path or Python variable). Default: daily returns.

Metrics to compute

Return

• Total return (cumulative)
• CAGR (compounded annual)
• Monthly return distribution (mean, median, stdev)

Risk

• Annualized volatility
• Max drawdown (depth + duration)
• Ulcer index
• Downside deviation