Patent Document ID: 10074079
Application ID: 14449870
Patent Flag: 1

Claim One:
1. A computer system, comprising: one or more processors; and memory storing one or more programs for execution by the one or more processors, the one or more programs including instructions for: receiving, at the computer system, a request to quantify factor timing performance associated with a respective group of members; obtaining, at the computer system, historical performance data for a plurality of predefined factors; obtaining, at the computer system, historical group factor exposure data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group factor exposure data represents a relationship between a respective entry in historical performance data of the respective group and a respective entry in historical performance data of a respective factor of the plurality of predefined factors for a respective time period; generating, at the computer system, historical group factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and the historical group factor exposure data for the plurality of predefined factors for the respective group; storing, at the computer system, the historical group factor performance data for the plurality of predefined factors for the respective group; generating, at the computer system, historical group static factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and one or more representative values of the historical group factor exposure data for the plurality of predefined factors for the respective group; storing, at the computer system, the historical group static factor performance data for the plurality of predefined factors for the respective group; generating, at the computer system, historical group dynamic factor performance data for the plurality of predefined factors for the respective group in accordance with the historical group factor performance data for the plurality of predefined factors for the respective group and the historical group static factor performance data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group dynamic factor performance data represents the factor timing performance associated with the respective group for a respective factor for a respective time period; storing, at the computer system, the historical group dynamic factor performance data for the plurality of predefined factors for the respective group; and providing one or more values that represent the historical group dynamic factor performance data.