Method for calculating portfolio scaled IRR

Details Method for calculating portfolio scaled IRR Method for calculating portfolio scaled IRR

2006-06-06

2006-06-06

Trammell, James P. (Department: 3621)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

C705S035000

Reexamination Certificate

active

07058583

ABSTRACT:
Process and system for evaluating the performance attribution of a private investment portfolio by comparing actual return to return for a portfolio converted to a neutral-weight portfolio in which all assets are based on the same starting date which is the earliest start date in the actual portfolio. Contribution of selection and timing of investments are also determined.

REFERENCES:
patent: 6640204 (2003-10-01), Feldman
Journal of Financial Planning, Padgette, “Performance Reporting: The Basics and Beyond, Part 1”, Jul. 1995.
Real Estate Finance, Bradford et al., “Attributing manager value added to portfolio performance: A suggested improvement”, 1999, vol. 16, Issue 2, p. 31.

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