Patent ID: 8630935
Filing Date: 2014-01-14
Classification: G06Q

Abstract:
1. A non-transitory computer-readable medium storing computer-executable program instructions which, when executed by a processor, perform a process running on a real-time computer system, for aligning returns of individual holders or aggregate record date cohorts of an investment vehicle to holding period returns of an applicable index or strategy, comprising instruction codes implemented by a computer for: creating a number of shares or units at market prices during a market period; adjusting said number of said shares or units attributable to said individual holders or said aggregate record date cohorts while maintaining assets in amounts consistent with aggregate invested amounts, wherein, said aggregate record date cohorts is an aggregation of said shares or said units by a date of creation or a date of acquisition; said adjusting upwardly adjusts said number of said shares or units based on investment vehicle returns, such that said number of said shares or units equals a minimum amount of said shares or units which can be attributed to said individual holders or said aggregate record date cohorts in a proportion to cause said number of said shares or units to be equivalent to liquidation entitlements; and wherein, said upwardly adjusting said number of said shares or units occurs continuously on a pro-form a real-time basis for trading, and said upwardly adjusting shares or units occurs at the close of a market period.