Patents Assigned to Lyster Warson & Co.
  • System and method for ranking investment performance
    Patent number: 7707092
    Abstract: A method for ranking relative investment performance is provided. The method uses risk measured by standard deviation of return over time and return data (over risk-free returns) to compare an investment to a particular market to which the investment belongs. The method ranks the investments based on a mathematical computation involving orthogonal distance between each investment and the line defined by the overall market within which the investment operates.
    Type: Grant
    Filed: June 17, 2004
    Date of Patent: April 27, 2010
    Assignees: Lyster Warson & Co.
    Inventor: Marc S. Freed