{{ subClass.title }} | \r\n \r\nMin | \r\nMax | \r\nOverride | \r\n
---|---|---|---|
\r\n {{ solutionParameterName }}\r\n | \r\n \r\n\r\n \r\n {{formatToPercentage(param.formattedValue)}}\r\n \r\n | \r\n
\r\n | {{i.solutionParameterTitle}} | \r\n
---|---|
\r\n | \r\n \r\n {{(model.parameters.find(x => x.solutionParameterId === i.solutionParameterId && x.indexId === childIndex.childId) || {}).stringValue}}\r\n \r\n \r\n {{formatToPercentage((model.parameters.find(x => x.solutionParameterId === i.solutionParameterId && x.indexId === childIndex.childId) || {}).value || 0)}}\r\n \r\n \r\n | \r\n
Index type: {{(item.indexType || {}).displayName}}
\r\nMarket: {{(item.market || {}).displayName}}
\r\nYTD | \r\n{{item.performance.ytdFormatted}} % | \r\nMTD | \r\n{{item.performance.mtdFormatted}} % | \r\n
{{$t('tables.indices.columns.annualisedReturn')}} | \r\n\r\n \r\n {{item.statistic.values.annualisedReturnFormatted}} %\r\n \r\n | \r\n{{$t('tables.indices.columns.realisedVolatility')}} | \r\n\r\n \r\n {{item.statistic.values.realisedVolatilityFormatted}} %\r\n \r\n | \r\n
{{$t('tables.indices.columns.downsideVolatility')}} | \r\n\r\n \r\n {{item.statistic.values.downsideVolatilityFormatted}} %\r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.maxDrawdown')}}\r\n | \r\n\r\n \r\n {{item.statistic.values.maxDrawdownFormatted}} %\r\n \r\n | \r\n
{{$t('tables.indices.columns.winningMonths')}} | \r\n\r\n \r\n {{item.statistic.values.winningMonthsFormatted}} %\r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.sharpeRatio')}}\r\n | \r\n\r\n \r\n {{item.statistic.values.sharpeRatioFormatted}} \r\n \r\n | \r\n
{{$t('tables.indices.columns.sortinoRatio')}} | \r\n\r\n \r\n {{item.statistic.values.sortinoRatioFormatted}} \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.calmarRatio')}}\r\n | \r\n\r\n \r\n {{item.statistic.values.calmarRatioFormatted}} \r\n \r\n | \r\n
\r\n \r\n \r\n \r\n \r\n\r\n | \r\n \r\n\r\n {{$t('tables.indices.columns.name')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.indexType')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n Index Sub Type\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.market')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.provider')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.assetClass')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.instrumentType')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.rebalanceFrequency')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.ytd')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.mtd')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n Updated At\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.annualisedReturn')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.realisedVolatility')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.downsideVolatility')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.maxDrawdown')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.winningMonths')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.sharpeRatio')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.sortinoRatio')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n\r\n {{$t('tables.indices.columns.calmarRatio')}}\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
\r\n \r\n \r\n \r\n \r\n \r\n | \r\n \r\n\r\n \r\n \r\n \r\n Solution: {{item.optimization.solutionTitle}}\r\n \r\n \r\n | \r\n {{(item.indexType || {}).displayName}} | \r\n{{(item.indexSubType || {}).displayName}} | \r\n{{(item.market || {}).displayName}} | \r\n{{(item.provider || {}).displayName}} | \r\n{{assetClassMap[item.assetClass || {}]}} | \r\n{{instrumentTypeMap[item.instrumentType || {}]}} | \r\n{{rebalanceFrequencyMap[item.rebalanceFrequency || {}]}} | \r\n \r\n\r\n {{item.performance.ytdFormatted}} %\r\n | \r\n\r\n {{item.performance.mtdFormatted}} %\r\n | \r\n\r\n {{item.statUpdatedAt | moment('DD/MM/YYYY')}} \r\n | \r\n\r\n \r\n {{item.statistic.values.annualisedReturnFormatted}} %\r\n \r\n | \r\n\r\n \r\n {{item.statistic.values.realisedVolatilityFormatted}} %\r\n \r\n | \r\n\r\n \r\n {{item.statistic.values.downsideVolatilityFormatted}} %\r\n \r\n | \r\n \r\n\r\n \r\n {{item.statistic.values.maxDrawdownFormatted}} %\r\n \r\n | \r\n\r\n \r\n {{item.statistic.values.winningMonthsFormatted}} %\r\n \r\n | \r\n\r\n \r\n {{item.statistic.values.sharpeRatioFormatted}} \r\n \r\n | \r\n\r\n \r\n {{item.statistic.values.sortinoRatioFormatted}} \r\n \r\n | \r\n\r\n \r\n {{item.statistic.values.calmarRatioFormatted}} \r\n \r\n | \r\n
{{i.displayName}} | \r\n\r\n \r\n \r\n \r\n | \r\n
\r\n | {{item.statistic.firstTitle === 'C8' ? item.displayName : item.statistic.firstTitle}} | \r\n{{item.statistic.secondTitle}} | \r\n
---|---|---|
Annualised Return | \r\n{{((item.statistic || {}).values || {}).annualisedReturn}}% | \r\n{{(item.statistic.comparisonValues || {}).annualisedReturn}} | \r\n
Realised Volatility | \r\n{{((item.statistic || {}).values || {}).realisedVolatility}}% | \r\n{{(item.statistic.comparisonValues || {}).realisedVolatility}} | \r\n
Downside Volatility | \r\n{{((item.statistic || {}).values || {}).downsideVolatility}}% | \r\n{{(item.statistic.comparisonValues || {}).downsideVolatility}} | \r\n
Max Drawdown | \r\n{{((item.statistic || {}).values || {}).maxDrawdown}}% | \r\n{{(item.statistic.comparisonValues || {}).maxDrawdown}} | \r\n
Winning months | \r\n{{((item.statistic || {}).values || {}).winningMonths}}% | \r\n{{(item.statistic.comparisonValues || {}).winningMonths}} | \r\n
Sharpe Ratio | \r\n{{((item.statistic || {}).values || {}).sharpeRatio}} | \r\n{{(item.statistic.comparisonValues || {}).sharpeRatio}} | \r\n
Sortino Ratio | \r\n{{((item.statistic || {}).values || {}).sortinoRatio}} | \r\n{{(item.statistic.comparisonValues || {}).sortinoRatio}} | \r\n
Calmar Ratio | \r\n{{((item.statistic || {}).values || {}).calmarRatio}} | \r\n{{(item.statistic.comparisonValues || {}).calmarRatio}} | \r\n
\r\n \r\n | \r\n\r\n | Annualised Return | \r\nRealised Volatility | \r\nDownside Volatility | \r\nMax Drawdown | \r\nWinning months | \r\nSharpe Ratio | \r\nSortino Ratio | \r\nCalmar Ratio | \r\n
---|---|---|---|---|---|---|---|---|---|
\r\n \r\n | \r\n\r\n \r\n {{cIndex.childName}}\r\n \r\n \r\n | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).annualisedReturn}}% | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).realisedVolatility}}% | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).downsideVolatility}}% | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).maxDrawdown}}% | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).winningMonths}}% | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).sharpeRatio}} | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).sortinoRatio}} | \r\n{{((item.childrenIndexStatistic[cIndex.childId] || {}).values || {}).calmarRatio}} | \r\n
\r\n | x !== 'YTD')\" :key=\"$index\" style=\"text-align: right;\">{{cName}} | \r\n{{$t(\"pages.indexView.monthlyPerformance-ytd\")}} | \r\n
---|---|---|
{{rName}} | \r\n x !== 'YTD')\" :key=\"$index\" style=\"text-align: right;\">\r\n \r\n {{(monthlyPerf[rName][cName] || {}).base}}\r\n \r\n \r\n {{(monthlyPerf[rName][cName] || {}).additional}}\r\n \r\n rName\">\r\n {{(monthlyPerf[rName][cName] || {}).base}}\r\n \r\n \r\n {{(monthlyPerf[rName][cName] || {}).additional}}\r\n \r\n | \r\n \r\n {{(monthlyPerf[rName]['YTD'] || {}).base}}\r\n \r\n {{(monthlyPerf[rName]['YTD'] || {}).additional}}\r\n \r\n | \r\n
\r\n | {{cIndex.childDisplayName}} | \r\nVolatilityScalingFactor | \r\n
---|---|---|
{{row.value| moment(\"DD/MM/YYYY\")}} | \r\n\r\n {{(row.values[cIndex.childId] || {}).percValueStr || \"0.0\"}}%\r\n \r\n ({{(row.values[cIndex.childId] || {}).valueStr || \"0.00\"}})\r\n | \r\n{{row.sumStr}} | \r\n
\r\n {{ y }}\r\n | \r\n \r\n \r\n\r\n \r\n {{ last3YearCorrelationChartDataTable[yi][xi] }}\r\n \r\n \r\n | \r\n \r\n
\r\n \r\n | \r\n \r\n\r\n {{ x }}\r\n | \r\n \r\n
\r\n {{ y }}\r\n | \r\n \r\n \r\n\r\n \r\n {{ allHistoryCorrelationChartDataTable[yi][xi] }}\r\n \r\n \r\n | \r\n \r\n
\r\n \r\n | \r\n \r\n\r\n {{ x }}\r\n | \r\n \r\n
\r\n\r\n
\r\n | \r\n {{ subClass.title }} | \r\nMin | \r\nMax | \r\nOverride | \r\n
---|---|---|---|---|
\r\n \r\n | \r\n\r\n {{ solutionParameterName }}\r\n (%)\r\n | \r\n\r\n \r\n \r\n | \r\n
\r\n \r\n | \r\nIndex name | \r\n \r\n\r\n {{p.title}}\r\n | \r\n\r\n |
---|---|---|---|
\r\n \r\n | \r\n\r\n {{i.childDisplayName}}\r\n \r\n Start Date: {{i.minDate | moment('LL')}}\r\n \r\n | \r\n\r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n \r\n | \r\n \r\n \r\n | \r\n