Define strategies and allocate weights, then click "Evaluate Portfolio".

'; document.getElementById('arpDownloadPdfButton').style.display = 'none'; } } tabs.forEach(tab => tab.addEventListener('click', () => switchTab(tab.dataset.tab))); document.getElementById('arpGoToEvaluateTab')?.addEventListener('click', () => { if (validateStrategyInputs()) switchTab('evaluateTab'); }); document.getElementById('arpGoToDefineTab')?.addEventListener('click', () => switchTab('defineTab')); // --- Global State --- let arpStrategies = []; // { id, name, expReturn, volatility, weight (added in tab 2) } let riskFreeRate = 0.02; // Default 2% // --- Tab 1: Define ARP Strategies --- const riskFreeRateInput = document.getElementById('riskFreeRate'); const numArpStrategiesInput = document.getElementById('numArpStrategies'); const generateArpInputsButton = document.getElementById('generateArpInputs'); const arpStrategyDefinitionArea = document.getElementById('arpStrategyDefinitionArea'); riskFreeRateInput?.addEventListener('change', () => { riskFreeRate = parseFloat(riskFreeRateInput.value) / 100 || 0; }); generateArpInputsButton?.addEventListener('click', () => { const count = parseInt(numArpStrategiesInput.value); arpStrategies = []; arpStrategyDefinitionArea.innerHTML = ''; if (count >= 2 && count <= 5) { for (let i = 0; i < count; i++) { const strategyId = `arp_${i}`; // Add to global state with default values arpStrategies.push({ id: strategyId, name: `Strategy ${i+1}`, expReturn: 5.0, // Default 5% volatility: 10.0, // Default 10% weight: 0 // Will be set in tab 2 }); const strategyRow = document.createElement('div'); strategyRow.className = 'arp-strategy-row'; strategyRow.innerHTML = ` `; arpStrategyDefinitionArea.appendChild(strategyRow); } attachStrategyInputListeners(); } else { alert('Number of ARP strategies must be between 2 and 5.'); } }); function attachStrategyInputListeners() { document.querySelectorAll('.arp-strategy-name, .arp-strategy-expReturn, .arp-strategy-volatility').forEach(input => { input.addEventListener('change', (e) => { const strategyId = e.target.dataset.id; const strategy = arpStrategies.find(s => s.id === strategyId); if (strategy) { if (e.target.classList.contains('arp-strategy-name')) strategy.name = e.target.value.trim(); if (e.target.classList.contains('arp-strategy-expReturn')) strategy.expReturn = parseFloat(e.target.value) || 0; if (e.target.classList.contains('arp-strategy-volatility')) strategy.volatility = parseFloat(e.target.value) || 0.01; // Min volatility 0.01% } }); }); } function validateStrategyInputs() { for (const strategy of arpStrategies) { if (!strategy.name || strategy.name.trim() === "") { alert("Please provide a name for all ARP strategies."); return false; } if (isNaN(strategy.expReturn)) { alert(`Please provide a valid Expected Return for ${strategy.name}.`); return false; } if (isNaN(strategy.volatility) || strategy.volatility <= 0) { alert(`Please provide a valid positive Volatility for ${strategy.name}.`); return false; } } return true; } // --- Tab 2: Allocate & Evaluate Portfolio --- const allocationTableContainer = document.getElementById('arpAllocationTableContainer'); const totalWeightDisplayEl = document.getElementById('arpTotalWeightDisplay'); const portfolioMetricsEl = document.getElementById('arpPortfolioMetrics'); const evaluatePortfolioButton = document.getElementById('arpEvaluatePortfolioButton'); const downloadPdfButtonArp = document.getElementById('arpDownloadPdfButton'); function renderAllocationTable() { if (!allocationTableContainer) return; if (arpStrategies.length === 0) { allocationTableContainer.innerHTML = '

Please define ARP strategies on the first tab.

'; return; } let tableHTML = '

Assign Portfolio Weights:

'; arpStrategies.forEach(s => { // Ensure default weight if navigating back and forth or first time if (s.weight === undefined) s.weight = (100 / arpStrategies.length); // Initial equal weight tableHTML += ``; }); tableHTML += '

Strategy Name	Exp. Return (%)	Volatility (%)	Weight (%)
${escapeHtml(s.name)}	${s.expReturn.toFixed(1)}	${s.volatility.toFixed(1)}

'; allocationTableContainer.innerHTML = tableHTML; attachWeightInputListeners(); updateTotalWeightDisplay(); } function attachWeightInputListeners() { document.querySelectorAll('.arp-strategy-weight').forEach(input => { input.addEventListener('change', (e) => { const strategyId = e.target.dataset.id; const strategy = arpStrategies.find(s => s.id === strategyId); if (strategy) { strategy.weight = parseFloat(e.target.value) || 0; } updateTotalWeightDisplay(); }); }); } function updateTotalWeightDisplay() { const totalWeight = arpStrategies.reduce((sum, s) => sum + (s.weight || 0), 0); totalWeightDisplayEl.textContent = `Total Weight: ${totalWeight.toFixed(1)}%`; if (Math.abs(totalWeight - 100) < 0.01) { // Allow for small floating point inaccuracies totalWeightDisplayEl.className = 'arp-weight-success'; } else { totalWeightDisplayEl.className = 'arp-weight-error'; } } evaluatePortfolioButton?.addEventListener('click', () => { const totalWeight = arpStrategies.reduce((sum, s) => sum + (s.weight || 0), 0); if (Math.abs(totalWeight - 100) > 0.1) { // Use a slightly larger tolerance for user input alert('Total portfolio weights must sum to 100%. Current total: ' + totalWeight.toFixed(1) + '%'); return; } if (!validateStrategyInputs()){ // Re-validate strategy inputs if user went back switchTab('defineTab'); return; } let weightedAvgReturn = 0; let evaluationHTML = '

Individual ARP Strategy Metrics:

'; riskFreeRate = parseFloat(riskFreeRateInput.value) / 100 || 0; // Ensure riskFreeRate is current arpStrategies.forEach(s => { weightedAvgReturn += (s.expReturn / 100) * (s.weight / 100); let sharpeRatio = 'N/A'; if (s.volatility > 0) { sharpeRatio = ((s.expReturn / 100 - riskFreeRate) / (s.volatility / 100)).toFixed(2); } evaluationHTML += ``; }); evaluationHTML += '

Strategy Name	Exp. Return (%)	Volatility (%)	Weight (%)	Sharpe Ratio*
${escapeHtml(s.name)}	${s.expReturn.toFixed(1)}	${s.volatility.toFixed(1)}	${s.weight.toFixed(1)}	${sharpeRatio}

'; evaluationHTML += `

Portfolio Summary:

Weighted Average Expected Portfolio Return: ${(weightedAvgReturn * 100).toFixed(2)}%

*Sharpe Ratio calculated using a risk-free rate of ${(riskFreeRate*100).toFixed(1)}%. Assumes individual strategy inputs are net of fees.

`; portfolioMetricsEl.innerHTML = evaluationHTML; downloadPdfButtonArp.style.display = 'block'; }); // --- PDF Download --- downloadPdfButtonArp?.addEventListener('click', function () { const { jsPDF } = window.jspdf; const pdfOutputArea = document.getElementById('arpPdfOutputArea'); if (!pdfOutputArea || arpStrategies.length === 0 || portfolioMetricsEl.innerHTML.includes("Define strategies")) { alert('Please define strategies, allocate weights, and evaluate before downloading PDF.'); return; } html2canvas(pdfOutputArea, { scale: 1.5, useCORS: true, backgroundColor: '#ffffff' }) // Slightly increased scale for PDF clarity .then(canvas => { const imgData = canvas.toDataURL('image/jpeg', 0.85); // JPEG for smaller size const pdf = new jsPDF({ orientation: 'portrait', unit: 'pt', format: 'a4' }); const pdfWidth = pdf.internal.pageSize.getWidth(); const pdfHeight = pdf.internal.pageSize.getHeight(); const margin = 30; const contentWidth = pdfWidth - 2 * margin; const canvasWidth = canvas.width; const canvasHeight = canvas.height; const ratio = canvasWidth / canvasHeight; let imgWidth = contentWidth; let imgHeight = imgWidth / ratio; if (imgHeight > pdfHeight - 2 * margin) { imgHeight = pdfHeight - 2 * margin; imgWidth = imgHeight * ratio; } pdf.addImage(imgData, 'JPEG', margin, margin, imgWidth, imgHeight, undefined, 'MEDIUM'); pdf.save('ARP_Strategy_Evaluation.pdf'); }) .catch(err => { console.error("Error generating PDF:", err); alert("Error generating PDF. See console for details."); }); }); // --- Utility --- function escapeHtml(unsafe) { if (typeof unsafe !== 'string') return unsafe === undefined || unsafe === null ? '' : String(unsafe); return unsafe.replace(/&/g, "&").replace(//g, ">").replace(/"/g, """).replace(/'/g, "'"); } // --- Initial Setup --- riskFreeRateInput.value = (riskFreeRate * 100).toFixed(1); // Set initial display value generateArpInputsButton.click(); // Auto-generate inputs for default number of strategies switchTab('defineTab'); // Start on the first tab });