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US 2010/0169237 A1Published application
Investment classification and tracking system using diamond ratings
AssigneeAthenaInvest, Inc.
InventorsC. Thomas Howard, Andrew Howard
Life of this patent
Estimating the term…
Abstract
The present invention is directed to an asset classification system based on investment strategy. The system determines a number for performance measures and strategy classifications. These measures indicate, in one configuration, an extent to which a security or manager is outperforming or attempting to outperform a benchmark and how successful the security or manager has been based on historic performance data.
Claims27
A method, comprising:
- (a) providing a computer readable media, the computer readable media comprising information regarding a plurality of managers and/or funds following a plurality of different strategies;
- (b) performing at least one of the following sub-steps:
- (B1) assigning, by a processor executable strategy categorizing module, a first strategy to a selected investment based upon strategy outlines of a set of the managers and/or funds holding the selected investment;
- (B2) assigning, by a processor executable consistency measure module, a strategy consistency measure to a selected manager and/or fund;
- (B3) assigning, by a processor executable performance analysis module, to a selected manager and/or fund, and based on a strategy consistency measure and best idea concentration, a diamond rating;
- (B4) assigning, by a processor executable rating module, a first diamond rating to a selected investment based upon diamond rating profiles of a set of the managers and/or funds holding the selected investment;
- (B5) assigning, by a processor executable consistency measure module, a diamond rating consistency measure to a selected manager and/or fund;
- and
- (B6) assigning, by a processor executable AlphaIQ module, an AlphaIQ to a selected manager and/or fund.
6 more elements
A system, comprising:
- an input for receiving requests and information, regarding a plurality of managers and/or funds following a plurality of different strategies, responsive to the requests;
- an output for providing processed information responsive to the requests;
- a processor;
- and
- a tangible computer readable medium comprising at least one of the following processor executable components:
- (a) a strategy categorizing module to assign a first strategy to a selected investment based upon strategy profiles of a set of the managers and/or funds holding the selected investment;
- (b) a consistency measure module to assign a strategy consistency measure to a selected manager and/or fund;
- (c) a performance analysis module to assign, to a selected manager and/or fund, and based on a strategy consistency measure and best idea concentration, a diamond rating;
- (d) a rating module to assign a first diamond rating to a selected investment based upon diamond rating profiles of a set of the managers and/or funds holding the selected investment;
- (e) a consistency measure module to assign a diamond rating consistency measure to a selected manager and/or fund;
- and
- (f) an AlphaIQ module to assign an AlphaIQ to a selected manager and/or fund.
9 more elements
Dependencies are inferred from the claim text.