Patent ID: 8751357

Claim:
A computer processor implemented method for measuring investment performance of asset A, wherein the computer processor is configured to execute stored computer-readable program code to: determining at least one positive utility concept (PUC) describing the Asset A; determining at least one negative utility concept (NUC) describing the Asset A; normalizing the at least one negative utility concept (NUC) to an equivalent negative utility concept (GNUC) describing or deriving from a group of more than one Asset (N>1); and relating a function of the at least one positive utility concept (PUC) and a function of the at least one normalized negative utility concept (NNUC) to determine a performance measure, wherein the step of relating involves division of the function of the at least one positive utility concept by the function of the at least one normalized negative utility concept or multiplication of the function of the at least one positive utility concept by an inverse function of the function of the at least one normalized negative utility concept or equivalent, so the performance measure is higher the lower the negative utility concept and lower the higher the negative utility concept for any non-zero positive utility concept value, wherein the step of relating is done using the following relationship: performance measure= fn 1 (PUC)− fn ( fn 2 [mod( fn 3 (PUC))] fn 4 (NNUC)) where fn 1 and fn 3 are functions acting on the PUC; fn 2 is a function acting on the modulus of (fn 3 (PUC)) and fn 4 is a function acting on the NNUC, wherein fn is a function acting on fn 2 [mod(fn 3 (PUC))] and fn 4 (NNUC).