Example
<cr-component id="component" name="asset-ranking" loading></cr-component>
<script>
const component = document.querySelector("#component");
component.init({
symbolIds: [163840, 163841, 163842, 131075, 163843, 163844, 98310, 98311, 131078, 163845],
customRanking: {
stats: {
age: {
importance: 0.2,
},
volatility: {
importance: 0.534,
},
return: {
importance: 1,
},
drawdown: {
importance: 0.015,
},
esg: {
importance: 0.148,
},
assets: {
importance: 0.489,
},
ocr: {
importance: 0.687,
},
},
},
});
</script>
Schema
{
"type": "object",
"properties": {
"filter": {
"type": "object",
"description": "Filter the available universe.",
"additionalProperties": false,
"nullable": true,
"properties": {
"symbolType": {
"anyOf": [
{
"enum": [
"Bond",
"Bond Index",
"CurrencyPair",
"ETF Listing",
"Forward",
"FundClass",
"Future",
"Future Continuation",
"Interest Rate",
"Mandate",
"Stock",
"Stock Index",
"Swap"
]
},
{
"type": "array",
"uniqueItems": true,
"minItems": 1,
"items": {
"enum": [
"Bond",
"Bond Index",
"CurrencyPair",
"ETF Listing",
"Forward",
"FundClass",
"Future",
"Future Continuation",
"Interest Rate",
"Mandate",
"Stock",
"Stock Index",
"Swap"
]
}
}
]
},
"countryRegistration": {
"anyOf": [
{
"enum": [
"AF",
"AL",
"DZ",
"AD",
"AO",
"AG",
"AR",
"AM",
"AU",
"AT",
"AZ",
"BS",
"BH",
"BD",
"BB",
"BY",
"BE",
"BZ",
"BJ",
"BT",
"BO",
"BA",
"BW",
"BR",
"BN",
"BG",
"BF",
"MM",
"BI",
"CV",
"KH",
"CM",
"CA",
"CF",
"TD",
"CL",
"CN",
"CO",
"KM",
"CG",
"CR",
"CI",
"HR",
"CU",
"CY",
"CZ",
"CD",
"DK",
"DJ",
"DM",
"DO",
"TL",
"EC",
"EG",
"SV",
"GQ",
"ER",
"EE",
"ET",
"FJ",
"FI",
"FR",
"GA",
"GM",
"GE",
"DE",
"GH",
"GR",
"GD",
"GT",
"GN",
"GW",
"GY",
"HT",
"HN",
"HK",
"HU",
"IS",
"IN",
"ID",
"IR",
"IQ",
"IE",
"IL",
"IT",
"JM",
"JP",
"JO",
"KZ",
"KE",
"KI",
"KW",
"KG",
"LA",
"LV",
"LB",
"LS",
"LR",
"LY",
"LI",
"LT",
"LU",
"MG",
"MW",
"MY",
"MV",
"ML",
"MT",
"MH",
"MR",
"MU",
"MX",
"FM",
"MD",
"MC",
"MN",
"ME",
"MA",
"MZ",
"NA",
"NR",
"NP",
"NL",
"NZ",
"NI",
"NE",
"NG",
"KP",
"MK",
"NO",
"OM",
"PK",
"PW",
"PS",
"PA",
"PG",
"PY",
"PE",
"PH",
"PL",
"PT",
"PR",
"QA",
"RO",
"RU",
"RW",
"KN",
"LC",
"VC",
"WS",
"SM",
"ST",
"SA",
"SN",
"RS",
"SC",
"SL",
"SG",
"SK",
"SI",
"SB",
"SO",
"ZA",
"KR",
"SS",
"ES",
"LK",
"SD",
"SR",
"SZ",
"SE",
"CH",
"SY",
"TW",
"TJ",
"TZ",
"TH",
"TG",
"TO",
"TT",
"TN",
"TR",
"TM",
"TV",
"UG",
"UA",
"AE",
"GB",
"US",
"UY",
"UZ",
"VU",
"VE",
"VN",
"YE",
"ZM",
"ZW"
]
},
{
"type": "array",
"uniqueItems": true,
"minItems": 1,
"items": {
"enum": [
"AF",
"AL",
"DZ",
"AD",
"AO",
"AG",
"AR",
"AM",
"AU",
"AT",
"AZ",
"BS",
"BH",
"BD",
"BB",
"BY",
"BE",
"BZ",
"BJ",
"BT",
"BO",
"BA",
"BW",
"BR",
"BN",
"BG",
"BF",
"MM",
"BI",
"CV",
"KH",
"CM",
"CA",
"CF",
"TD",
"CL",
"CN",
"CO",
"KM",
"CG",
"CR",
"CI",
"HR",
"CU",
"CY",
"CZ",
"CD",
"DK",
"DJ",
"DM",
"DO",
"TL",
"EC",
"EG",
"SV",
"GQ",
"ER",
"EE",
"ET",
"FJ",
"FI",
"FR",
"GA",
"GM",
"GE",
"DE",
"GH",
"GR",
"GD",
"GT",
"GN",
"GW",
"GY",
"HT",
"HN",
"HK",
"HU",
"IS",
"IN",
"ID",
"IR",
"IQ",
"IE",
"IL",
"IT",
"JM",
"JP",
"JO",
"KZ",
"KE",
"KI",
"KW",
"KG",
"LA",
"LV",
"LB",
"LS",
"LR",
"LY",
"LI",
"LT",
"LU",
"MG",
"MW",
"MY",
"MV",
"ML",
"MT",
"MH",
"MR",
"MU",
"MX",
"FM",
"MD",
"MC",
"MN",
"ME",
"MA",
"MZ",
"NA",
"NR",
"NP",
"NL",
"NZ",
"NI",
"NE",
"NG",
"KP",
"MK",
"NO",
"OM",
"PK",
"PW",
"PS",
"PA",
"PG",
"PY",
"PE",
"PH",
"PL",
"PT",
"PR",
"QA",
"RO",
"RU",
"RW",
"KN",
"LC",
"VC",
"WS",
"SM",
"ST",
"SA",
"SN",
"RS",
"SC",
"SL",
"SG",
"SK",
"SI",
"SB",
"SO",
"ZA",
"KR",
"SS",
"ES",
"LK",
"SD",
"SR",
"SZ",
"SE",
"CH",
"SY",
"TW",
"TJ",
"TZ",
"TH",
"TG",
"TO",
"TT",
"TN",
"TR",
"TM",
"TV",
"UG",
"UA",
"AE",
"GB",
"US",
"UY",
"UZ",
"VU",
"VE",
"VN",
"YE",
"ZM",
"ZW"
]
}
}
]
},
"currency": {
"anyOf": [
{
"type": "string",
"minLength": 3,
"maxLength": 3
},
{
"type": "array",
"items": {
"type": "string",
"minLength": 3,
"maxLength": 3
},
"minItems": 1
}
]
},
"investible": {
"type": "boolean",
"default": false
},
"alive": {
"type": "boolean"
},
"paysDividends": {
"type": "boolean"
},
"regions": {
"anyOf": [
{
"enum": [
"Europe",
"North America",
"Asia Pacific",
"Emerging Markets",
"Global"
]
},
{
"type": "array",
"uniqueItems": true,
"minItems": 1,
"items": {
"enum": [
"Europe",
"North America",
"Asia Pacific",
"Emerging Markets",
"Global"
]
}
}
]
},
"riskFamilies": {
"anyOf": [
{
"enum": [
"Money Market",
"Fixed Income",
"Balanced",
"Equity",
"Commodities",
"Alternative",
"Forex"
]
},
{
"type": "array",
"uniqueItems": true,
"minItems": 1,
"items": {
"enum": [
"Money Market",
"Fixed Income",
"Balanced",
"Equity",
"Commodities",
"Alternative",
"Forex"
]
}
}
]
},
"sectors": {
"anyOf": [
{
"enum": [
"Energy",
"Materials",
"Industrials",
"Consumer Discretionary",
"Consumer Staples",
"Health Care",
"Financials",
"Information Technology",
"Communication Services",
"Utilities",
"Real Estate",
"No sector"
]
},
{
"type": "array",
"uniqueItems": true,
"minItems": 1,
"items": {
"enum": [
"Energy",
"Materials",
"Industrials",
"Consumer Discretionary",
"Consumer Staples",
"Health Care",
"Financials",
"Information Technology",
"Communication Services",
"Utilities",
"Real Estate",
"No sector"
]
}
}
]
}
}
},
"symbolIds": {
"type": "array",
"description": "Array of symbolIds",
"items": {
"type": "number",
"minimum": 1
}
},
"fields": {
"type": "array",
"items": {
"enum": [
"color",
"name",
"isin",
"category",
"currency",
"ocr",
"assets",
"manager",
"mainSector",
"assetType",
"riskFamily",
"return3Y",
"totalReturnYTD",
"totalReturn1M",
"totalReturn1Y",
"volatility3Y",
"volatility5Y",
"drawdown3Y"
]
},
"contains": {
"enum": [
"name",
"isin"
]
},
"uniqueItems": true,
"description": "The list of columns to display in the table",
"default": [
"name",
"isin",
"riskFamily",
"category",
"currency"
]
},
"customRanking": {
"type": "object",
"description": "Config for a ranking with custom weights",
"additionalProperties": false,
"properties": {
"stats": {
"type": "object",
"description": "Config for a ranking with custom weights",
"additionalProperties": false,
"properties": {
"return": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
},
"volatility": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
},
"drawdown": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
},
"assets": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
},
"age": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
},
"ocr": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
},
"esg": {
"type": "object",
"default": {
"importance": 0
},
"properties": {
"importance": {
"type": "number",
"minimum": 0,
"maximum": 1
}
}
}
}
}
}
},
"rankingTypes": {
"type": "array",
"items": {
"enum": [
"return",
"drawdown",
"volatility",
"ocr",
"assets",
"esg"
]
},
"description": "The list of ranking sort types",
"default": [
"return",
"drawdown",
"volatility",
"ocr",
"assets",
"esg"
]
},
"head": {
"type": "number",
"default": 20,
"maximum": 20,
"description": "Filters the first n symbols sorted descending by ranking score"
}
},
"additionalProperties": true,
"anyOf": [
{
"required": [
"symbolIds"
]
},
{
"required": [
"filter"
]
}
]
}
Complete Schema
{}
Locales
{
"title": "Asset ranking",
"columns": {
"name": "Asset",
"assetType": "Asset type",
"manager": "Manager",
"assets": "Assets",
"currency": "Currency",
"category": "Category",
"cost": "Costs",
"return": "{{ horizon }} annualized return",
"totalReturn": "{{ horizon }} total return",
"volatility": "{{ horizon }} annualized volatility",
"drawdown": "{{ horizon }} maximum drawdown",
"riskFamily": "Risk family",
"ranking": "RK",
"rankingScore": "Ranking score"
},
"horizon": {
"year": "1-year",
"years": "{{ years }}-year",
"month": "1-month",
"months": "{{ months }}-month",
"ytd": "YTD"
},
"choices": {
"customRanking": "Custom ranking",
"performance": "Performance",
"drawdown": "Maximum drawdown",
"volatility": "Volatility",
"costs": "Costs",
"assets": "Assets",
"esg": "ESG"
},
"messages": {
"noSymbolsWarning": "There are no symbols to display the ranking"
},
"orderBy": "Order by"
}