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Full text of "USPTO Patents Application 10077174"

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2. (previously presented) The system of claim 14, further including electronic means for 
determining the Sharpe ratio of the private investment portfolio and comparing the Sharpe ratio 
of the private portfolio to the Sharpe ratio of the public market. 

3. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to management of an investment portfolio. 

4. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to selection of one or more investments. 

5. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to asset allocation into a private investment. 

6. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to sub-asset allocation within the private investment portfolio. 

7. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to pricing of private investment funds. 

8. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to evaluation of private investment funds. 

9. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to evaluation of a private investment fund manager. 

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10. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to evaluation of funds of funds. 

11. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to evaluation of a fund of fund managers. 

12. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to evaluation of a portfolio of direct investments. 

13. (previously presented) The system of claim 14, wherein said system includes electronic 
means for application of quantified risk, excess return and correlation of the private investment 
portfolio to evaluation of secondary interests. 

14. (previously presented) A system for producing a quantitative value for inventing in a private 
investment portfolio comprising , 

m e ans for determining the risk of the in_a private investment portfolio relative to a public 
market, the correlation of the private investment portfolio to the public market and the 
excess return of the private investment portfolio over the public market comprising: 

(a) electronic means for determining an internal rate of return of the private 
investment portfolio; 

(b) electronic means for determining an index comparison return (ICM) for the 
private investment portfolio; 

(c) electronic means for determining a private investment characteristic line by 
plotting the values of (a) and (b) as points in a scatter plot with (a) on the y-axis 
and (b) on the x-axis and electronic means for applying least squares linear 

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regression to the resulting plot to yield a linear equation in the form y = Px + a, 
where P is the slope of the regression line and a is the point at which the 
regression line crosses the y axis, and electronic means for determining a value 
for R 2 , the coefficient of determination; 

(d) electronic means for determining the correlation of the private investment 
portfolio with the public market by taking the square root of the coefficient of 
determination determined in (c) to yield the coefficient of correlation r; 

(e) electronic means for determining the risk (o vc ) of the private investment 
portfolio by reference to the risk of the public market by solving the equation; 



(f) electronic means for determining the excess return of the private investment 
portfolio over the public markets by reference to the a of the linear regression 
linet«ftd 




= <Jv 



'vc 



Tvc, s & pOs & p 



: and 



(g) electronic 



for quantifying risk, 



and correlation of 



private portfolio . 



15. (canceled) 



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