Patent ID: 8548888

Claim:
A computer implemented method for computing and displaying a financial asset risk-return profile of a financial asset and executed in a processor-based computer coupled to a display device and a data store, the method comprising the steps of: defining a date range for the financial asset, the date range comprising a duration of time for which price data stored by the data store is available for the financial asset; defining a subset of the date range having net asset values of the asset based on the price data, and comprising a portion of a time series forming the date range; defining a user selected period for measuring a return for the financial asset based on the net asset values, wherein the user selected period is not equal to or dependent on the duration of the subset, and does not exceed the date range duration; computing, in the processor-based computer, a plurality of holding times, wherein each holding time is an integral number of user selected periods, and wherein the maximum holding time does not exceed the date range duration of time; computing, in the processor-based computer, and for each holding time of the plurality of holding times, a set of sub-intervals that are of a duration of the respective holding time, wherein each sub-interval is derived by advancing within the date range by the user selected period; computing, in the processor-based computer, and for each set of sub-intervals, an average annualized total return, an average negative total return and a worst case total return of the financial asset; and displaying, on the display device coupled to the computer the computed average annualized total return, the average negative total return and the worst case total return of the financial asset in a graphical representation organized by the holding times.