I'd lean more towards loading stuff on demand when reasonable, unless all the data is intended to be interpreted together. Is this internal-ish, like for admins or some select group of users, or is it something for everyone to use? If it's a subset of users, you can probably get away with it easier than if it's for everyone.
Another thing to consider though is the load it'll put on your servers to run the requests all at once. And again, this is also kinda dependant on how many people are using this particular page. If your entire user base will be accessing it frequently, that's going to be a huge hit on your servers - web and db.
Without knowing the actual set up of the page or what the size of your user base is, it's kinda hard to make a solid recommendation. In general, I'd say only load what's of immediate use but provide quick access to everything else - and if you design it well enough (from a code perspective mainly) you should be able to adjust what's immediately available and what's not fairly easily as needed.