Valuation-tilted capitalization weighted investment methods and products

An article of manufacture having non-transitory computer-readable program portions embodied thereon for determining a composition of and allocation of funds within an investment vehicle comprising a plurality of assets, the article comprising computer-readable instructions for:

• identifying the plurality of assets to be included in the investment vehicle;
• determining a quality metric for each of the plurality of assets;
• creating a ranked listing of the plurality of assets based on their respective quality metrics;
• determining a preferred number of asset groupings and calculating a target group capitalization for each grouping;
• assigning each of the plurality of assets to one of a plurality of the groupings based on a target group capitalization by iteratively:
• i calculating a group capitalization for the first grouping;
• ii comparing the group capitalization to the target group capitalization for the first grouping;
• and
• iii adding a next asset from the ranking to the first grouping until the group capitalization is within a predetermined threshold of the target group capitalization;
• and
• iv initiating a next grouping using a next asset from the ranking until all assets are associated with a grouping;
• determining a group capitalization weight for each grouping, wherein the group capitalization weight for each grouping comprises the group capitalization for each respective grouping divided by the total market capitalization for the plurality of assets;
• and
• allocating funds among the assets within each grouping based at least in part on the group capitalization weights attributed thereto.