An expert-level reference skill for calculating maximum drawdown, assessing downside risk, and managing portfolio recovery strategies.
Install & Download
1. ClawHub CLI
The fastest way to install a skill directly from the registry.
npx clawhub@latest install drawdown
2. Manual Installation
Copy the skill folder to one of these locations
~/.openclaw/skills/ <project>/skills/ Priority: Workspace > Local > Bundled
3. Prompt Installation
Copy this prompt to OpenClaw to install it automatically.
Help me install drawdown using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).
Prefer to download?
Get the raw skill files in a ZIP archive.
What is Drawdown Analysis Reference?
The drawdown skill is a technical reference module designed for developers and financial analysts using Openclaw Skills. It provides deep insights into downside risk measurement, allowing users to evaluate the peak-to-trough decline of an investment or trading strategy. By utilizing this skill, professionals can better understand the historical volatility and resilience of their portfolios.
Beyond simple definitions, this tool offers technical workflows for calculating the Calmar ratio, Ulcer Index, and the asymmetry of losses. It serves as a vital component for anyone building automated trading systems or risk management dashboards that require precise historical drawdown data and recovery analysis.
Drawdown Analysis Reference Use Cases
- Measuring the maximum drawdown (MDD) of a specific investment portfolio or algorithmic trading strategy.
- Stress-testing financial models against historical market crashes and worst-case scenarios.
- Evaluating the performance of fund managers by comparing risk-adjusted returns and recovery timelines.
- Setting data-driven stop-loss levels and position sizing rules based on historical drawdown depth.
- Comparing drawdown metrics against other risk measures like VaR (Value at Risk) and CVaR.
How Drawdown Analysis Reference Works
- Initialize the skill to access the core drawdown knowledge base and calculation formulas.
- Execute specific commands to retrieve metrics for maximum drawdown, recovery math, or historical crash data.
- Apply the provided formulas and time-series methods to your specific financial dataset.
- Use the management insights to adjust position sizing or risk budgeting based on the calculated downside exposure.
- Analyze the recovery time and asymmetry of losses to forecast the effort required to return to peak equity.
Drawdown Analysis Reference Setup
To integrate this module into your Openclaw Skills environment, ensure you have the repository cloned and the configuration directory set.
# Set the data directory (optional)
export DRAWDOWN_DIR="~/.drawdown/"
# Access the introduction to drawdown metrics
scripts/script.sh intro
# Calculate specific drawdown formulas
scripts/script.sh calculate
Drawdown Analysis Reference Data Schema & Taxonomy
The drawdown skill organizes its reference data and calculations through a structured CLI interface and local directory management.
| Feature | Organization Method |
|---|---|
| Metrics Taxonomy | Organized by MDD, Calmar Ratio, and Ulcer Index categories. |
| Historical Data | Categorized by market event and recovery duration. |
| Configuration | Managed via the DRAWDOWN_DIR environment variable. |
| Output Format | Structured text summaries and mathematical formula breakdowns. |
Drawdown Analysis Reference Advanced Features
- Multi-metric comparison support for evaluating Drawdown vs Volatility, VaR, and Sortino ratios.
- Detailed recovery analysis providing the exact math required to overcome specific percentage losses.
- Strategy evaluation hooks that allow for the integration of drawdown metrics into larger risk-budgeting automations.
- Comprehensive historical reference library for benchmarking current strategy performance against major market crashes.
SKILL.md
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