asset-comparator

Example

<cr-component id="component" name="asset-comparator" loading></cr-component>
<script>
  const component = document.querySelector("#component");
  component.init({
    symbolIds: [
      196490, 195160, 195507, 195208, 195239, 202238, 195802, 196044, 202200, 198245, 194250, 195798, 200293, 194246,
      198189, 202071, 202410, 195120, 233017, 194310, 202067, 516152, 198434, 545674, 202083, 201398, 200474, 198217,
      195176, 194254, 196209, 202428, 195216, 195880, 201740, 195152, 195204, 195156, 195889, 471173, 195132, 195148,
      195196, 201705, 340399, 195837, 195212, 195124, 196040, 201830, 195184, 198383, 196477, 195136, 198452, 195180,
      193936, 195168, 195192, 195235, 195308, 196473, 194499, 432695, 198161,
    ],
    statistics: {
      xAxis: [
        "AnnualizedReturn",
        "TotalReturn",
        "AverageRollingReturn",
        "AnnualizedVolatility",
        "AverageRollingVolatility",
        "MaximumDrawdown",
        "AverageRollingDrawdown",
        "AverageRollingRunup",
        "LongestDrawdown",
      ],
      yAxis: [
        "AnnualizedReturn",
        "TotalReturn",
        "AverageRollingReturn",
        "AnnualizedVolatility",
        "AverageRollingVolatility",
        "MaximumDrawdown",
        "AverageRollingDrawdown",
        "AverageRollingRunup",
        "LongestDrawdown",
      ],
      zAxis: [
        "AnnualizedReturn",
        "TotalReturn",
        "AverageRollingReturn",
        "AnnualizedVolatility",
        "AverageRollingVolatility",
        "MaximumDrawdown",
        "AverageRollingDrawdown",
        "AverageRollingRunup",
        "LongestDrawdown",
      ],
    },
    period: "3Y",
  });
</script>

Schema

{
 "type": "object",
 "properties": {
  "symbolIds": {
   "type": "array",
   "description": "Array of symbolIds",
   "items": {
    "type": "number",
    "minimum": 1
   },
   "minItems": 2
  },
  "statistics": {
   "type": "object",
   "description": "Statistics per axis",
   "required": [
    "xAxis",
    "yAxis"
   ],
   "default": {
    "xAxis": "AnnualizedVolatility",
    "yAxis": "AnnualizedReturn"
   },
   "properties": {
    "additionalProperties": false,
    "xAxis": {
     "type": [
      "array",
      "string"
     ],
     "uniqueItems": true,
     "items": {
      "type": "string",
      "enum": [
       "AnnualizedReturn",
       "TotalReturn",
       "AverageRollingReturn",
       "AnnualizedVolatility",
       "AverageRollingVolatility",
       "MaximumDrawdown",
       "AverageRollingDrawdown",
       "AverageRollingRunup",
       "LongestDrawdown"
      ]
     },
     "default": "AnnualizedReturn"
    },
    "yAxis": {
     "type": [
      "array",
      "string"
     ],
     "uniqueItems": true,
     "items": {
      "type": "string",
      "enum": [
       "AnnualizedReturn",
       "TotalReturn",
       "AverageRollingReturn",
       "AnnualizedVolatility",
       "AverageRollingVolatility",
       "MaximumDrawdown",
       "AverageRollingDrawdown",
       "AverageRollingRunup",
       "LongestDrawdown"
      ]
     },
     "default": "AnnualizedVolatility"
    },
    "zAxis": {
     "type": [
      "array",
      "string",
      "null"
     ],
     "uniqueItems": true,
     "items": {
      "type": "string",
      "enum": [
       "AnnualizedReturn",
       "TotalReturn",
       "AverageRollingReturn",
       "AnnualizedVolatility",
       "AverageRollingVolatility",
       "MaximumDrawdown",
       "AverageRollingDrawdown",
       "AverageRollingRunup",
       "LongestDrawdown"
      ]
     }
    }
   }
  },
  "period": {
   "type": "string",
   "default": "3Y",
   "description": "Period for statistics"
  }
 },
 "additionalProperties": true,
 "required": [
  "symbolIds"
 ]
}

Complete Schema

{}

Locales

{
 "title": "Assets comparison",
 "asset": "Asset",
 "axis": {
  "x": "X axis",
  "y": "Y axis",
  "z": "Z axis"
 },
 "statistics": {
  "annualizedReturn": "Annualized return",
  "totalReturn": "Total return",
  "averageRollingReturn": "Average 1y-rolling equity",
  "annualizedVolatility": "Annualized volatility",
  "averageRollingVolatility": "Average 1y-rolling volatility",
  "maximumDrawdown": "Maximum drawdown",
  "longestDrawdown": "Longest drawdown",
  "averageRollingDrawdown": "Average 1y-rolling drawdown",
  "averageRollingRunup": "Average 1y-rolling runup"
 }
}