Abstract: The present invention discloses an investment allocation system for managing investment return and risk and method thereof. The investment allocation system comprises a storage unit, a return rate computation unit, a standard deviation computation unit, an operation unit, and an allocation process unit. The storage unit stores a threshold, first data sets, and second data sets. The return rate computation unit transforms the data sets into return rate sequences. The standard deviation computation unit transforms the return rate sequences into standard deviation sequences. The threshold is assigned to the first standard deviation sequence in order to obtain a corresponding kth-quantile thereof. Further, an operation unit locates an object according in the kth-quantile into the second standard deviation sequence. The operation unit further processes the second standard deviation sequence to obtain a robustness index. Also, an allocation process unit allocates assets by processing the robustness indexes.

Abstract: An investment allocation system, analysis module and method thereof for allocation of a total investment are disclosed. The investment allocation system comprises an input module, an analysis module and a allotment amount computation mode. The input module is used to input the historical data of a benchmark asset and multiple financial assets, and a threshold. The analysis module is used to calculate an adaptivity of each financial asset according to the threshold, and historical data of the benchmark asset and those financial assets. The allocation amount computation module is used to calculate an allocation ratio for each financial asset according to those adaptivities, related data, and a ratio computation procedure and the allocation ratio each of those financial assets being multiplied by the total investment to produce the amount of allocation for each financial asset.