System for faciliting selection of investments

Improved apparatus of the type wherein a set of investment opportunities is analyzed for investment performance,

• the apparatus including
• an analyzer that analyzes investment performance information covering a period of time for each investment opportunity of the set by performing at least one operation on the investment performance information and
• an output device that outputs the analyzer's results for each investment opportunity and the apparatus having the improvement comprising:
• an operation that computes for each investment opportunity a result of the expression
• (Average(Sharpe Ratio over n subperiods of the period of time))/(StdDev(Sharpe Ratio over n subperiods)).

A method of using a system having data storage, a processor, a user interface and a display to analyze the performance of a set of at least two investment opportunities, investment performance information covering a period of time for each investment opportunity of the set being stored in the data storage and

• the method comprising the steps of:
• using the user interface to cause the processor to calculate the Hunter Ratio for each investment opportunity of the set using the stored investment performance information and display the Hunter Ratio for each investment opportunity in the display;
• and
• using the user interface to cause the processor to calculate a blend anxiety for at least one pair of the investment opportunities using the stored investment information and display the blend anxiety for the at least one pair in the display.

A user interface for analysis apparatus that analyzes the performance of a set of investment opportunities, the apparatus including an analyzer that analyzes investment performance information covering a period of time for each investment opportunity of the set and the user interface comprising:

• a selection interface for selecting at least the set of investment opportunities and the period of time;
• a screening interface for selecting operations to be performed by the analyzer on the selected set of investment opportunities with regard to the selected period of time and specifying that the analyzer start performing the selected operations;
• and
• a fitting interface for selecting pairs from the selected set of investment opportunities, the performances of the investment opportunities in each pair being compared by the analyzer with regard to diversity of risk and specifying that the analyzer start comparing the performances.