Patent Document ID: 20040111349
Application ID: 10604699
Patent Flag: 0

Claim One:
1. A method for constructing a population of asset allocation alternatives, comprising the steps of: providing investment performance data for a plurality of securities; grouping these securities on the basis of this performance data into one of a plurality of market sectors; determining a series of periodic investment returns of each of the securities; generating a series of the average of periodic investment returns for the population of securities within each of the plurality of market sectors; determining a minimum allocation percentage increment for each of the market sectors; determining allocation alternatives from the application of multiples of this minimum allocation percentage increment for each of the market sectors; creating a list of the all possible allocation alternatives that can be determined from the application of all multiples of this minimum allocation percentage increment for all determined market sectors; calculating a series of weighted-average periodic returns for each of the allocation alternatives; and calculating analysis-period measures of investment performance for the population of all possible allocation alternatives and the series of weighted-average periodic returns.