BENCHMARK AND EVALUATION OF REFERENCE-DATE DEPENDENT INVESTMENTS

摘要

A system and method of automatically benchmarking and evaluating individual reference-date dependent investments and families of such investments using their historic returns performance is provided. A Glide Path Style Analysis creates a custom replication strategy that is a reference date dependent trajectory of portfolio allocations for any family of target date investments using reference benchmarks for the behavior attribution. The GPSA uses periodic RBSA to create estimate history of appropriately dated portfolio style allocations for each member from a family of TDF.