Abstract: A method and a system for evaluating at least one of a risk, safety and efficiency property of a portfolio belonging to a class of one of a probability density and a probability distribution, for a given time frame are provided.

Abstract: A method and a system for evaluating at least one of a risk, safety and efficiency property of a portfolio belonging to a class of one of a probability density and a probability distribution, for a given time frame are provided. The method comprises: obtaining at least one benchmark xb; fitting one of a stochastic investment class by obtaining a location parameter a, a scale parameter b and other corresponding shape parameters; and an empirical investment class; determining a mean return value xm and a standard deviation ?x; displaying the portfolio graphically using the return value xm and the standard deviation ?x on an investment chart; determining at least one solution to (xm?xb)=[(ES?xb)·?]+[(EP?xb)·?], for the portfolio using properties of the class; graphically illustrating at least one component of the expression, in the form of a topographical map on the investment chart using said benchmark xb.