System for facilitating selection of investments

Abstract

A tool implemented in a computer system for analyzing the performance of a set of investment opportunities (FIG. 2). The tool operates in a screening mode whose displayed results permit the user to compare performance of the investment opportunities over time (211) and in a fitting mode whose displayed results permit the user to compare performance of pairs of the investment opportunities with regard to diversity of risk (213). In the screening mode, the investments are compared with regard to a number of different metrics. Included in the metrics is the Hunter Ratio, a pseudo-reliability metric. In the fitting mode, the correlation coefficient and Blend Anxiety of the returns of pairs of investment opportunities are measured. The Blend Anxiety is computed using the covariance of the returns. A graphical user interface for the tool permits the user to select investment opportunities, asset classes, benchmarks, kinds of calculations, and periods of time over which the calculations are to be performed (201). The results of both the screening mode and the fitting mode are displayed to the user in the form of spreadsheets.

Dependencies are inferred from the claim text.