Patent ID: 8352346

Claim:
A method for generating a performance index, the method using a processor-based investment system, the method comprising: generating, by an automated programmed computer, a rank score for each investor relative to a plurality of investors of which the investor is a member, the generating of the rank score using investment data of a portfolio of the investor, wherein the portfolio comprises at least one investment position; selecting a set of investors from the plurality of investors, the selecting based on the rank score of each investor of the plurality of investors; and generating the performance index to provide a measure of performance of top individual investors over time relative to a market index, the generating of the performance index comprising generating a composite portfolio comprising investment positions of each portfolio of each investor of the set of investors; wherein the generating of the performance index comprises determining a portfolio weight for the portfolio of each investor of the set of investors, wherein each portfolio weight is proportional to the rank score of the corresponding investor relative to other investors of the set of investors.