Patent ID: 8442892

Claim:
A method comprising: identifying valuation data comprising a plurality of estimated asset values corresponding to one or more of location information and property type; identifying a group of two or more characteristics, wherein the characteristics belong to one of a property type group and a regional group; for each respective real estate investment trust of a plurality of real estate investment trusts: compiling respective return data from the respective real estate investment trust, identifying respective holding data regarding each property of a respective plurality of properties of the respective real estate investment trust, wherein the holding data comprises one or more of location information and property type, categorizing, by a processor of a computing device, two or more properties of the respective plurality of properties by a first characteristic of the group of two or more characteristics to generate a respective first property segment, wherein the two or more properties are categorized based in part upon the respective holding data, categorizing, by the processor, two or more properties of the respective plurality of properties by a second characteristic of the group of two or more characteristics to generate a respective second property segment, wherein the two or more properties are categorized based in part upon the respective holding data, and determining, by the processor, for each of the first property segment and the second property segment, respective asset data, wherein respective asset data is based in part upon the valuation data and the respective return data; determining, by the processor, a first relative weight of each respective real estate investment trust of the plurality of real estate investment trusts, according to a respective exposure of the respective real estate investment trust to the first characteristic; determining, by the processor, a second relative weight of each respective real estate investment trust of the plurality of real estate investment trusts, according to a respective exposure of the respective real estate investment trust to the second characteristic; and determining, by the processor, a return index, wherein the return index is determined according to: the first relative weight of each respective real estate investment trust of the plurality of real estate investment trusts, the second relative weight of each respective real estate investment trust of the plurality of real estate investment trusts, and the return data of each respective real estate investment trust of the plurality of real estate investment trusts.