DEVICE AND METHOD FOR EVALUATING PERFORMANCE OF INVESTMENT TRUST

PROBLEM TO BE SOLVED: To objectively and rationally decide the standard of performance evaluation by inputting classified clusters and time-series data regarding the profit of funds, regarding the clusters as universes and finding the return value of funds belonging to the same universe after risk adjustment, and evaluating the funds. SOLUTION: A cluster analyzing means 3 inputs the time-series data regarding the profit of funds and classifies the funds into clusters. A cluster attribute specifying means 4 inputs data regarding the classified clusters and the profit of the funds belonging to the respective clusters and finds indexes etc., as determinative factors of the funds. Further, a universe comparing and evaluating means 5 inputs the time-series data regarding the classified clusters and the profit of the funds and calculates return values after risk adjustment as indexes of temporary profibitability of each fund and stability of profit. A reference bench mark estimating means 6 specifies fund which has a large coefficient of correlation with a specific index.