Patent ID: 8244616

Claim:
A system comprising: memory operable to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to: access and process: data describing a fund index and funds on which said index is based; data describing one or more securities; data describing returns of: (a) said fund index, (b) funds on which said index is based, and (c) said one or more securities; identify a subset of funds on which said fund index is based as superior-performing funds over a period of time preceding a first time; and construct, at said first time, and based on said identified subset of funds, a first portfolio of securities whose return exceeds a return of said fund index over a first period of time, wherein the identification of the subset of funds includes causing the processor to calculate a relative risk-reward ratio for each fund of the funds on which said index is based and to assign said each fund of the funds on which said index is based into a quartile based on said relative risk reward ratio; and wherein said calculating the relative risk-reward includes causing the processor to calculate an excess return for said each fund of the funds on which said index is based over peer funds.