G - Physics – 06 – Q
Patent
G - Physics
06
Q
G06Q 40/06 (2012.01)
Patent
CA 2130704
A method of analyzing the performance of a plurality of investments provides both portfolios and benchmarks and enables a user to choose the structure of each, as well as the structure of an attribution model linking them. One or more portfolios are defined, and for each, a class scheme is defined having a variety of nodes, each of which represents an asset class. The nodes can have subsidiary nodes as desired. Each investment is assigned to a respective asset class. At least one market index, which may be a composite of known indexes, is established for monitoring the performance of the investments. A benchmark is defined including at least one market index and including a plurality of separate nodes, each representative of investments of a known type. Again any node structure can be defined and it need not correspond exactly to the node structure of the class scheme. An attribution model is set up linking desired nodes of the class scheme with nodes of the benchmark, whereby the performance of individual asset classes of the portfolio can be analyzed.
Knowles James A.
Teder Toomas J.
Bereskin & Parr Llp/s.e.n.c.r.l.,s.r.l.
Portfolio Analytics Limited
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