Unitary investment having interrelated assets

  • US 7,860,779 B2
  • Filed: 11/12/2004
  • Issued: 12/28/2010
  • Est. Priority Date: 03/12/1999
  • Status: Active Grant
First Claim
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1. A computer implemented investment system comprising:

  • a processor and a memory, wherein the memory contains computer readable instructions which cause the processor to create, monitor and calculate a return for an investment product; and

    the investment product comprising;

    a predetermined time period for holding the investment product,a base portfolio of assets having a base portfolio exposure,a leverage portfolio comprising a passive commodity index portfolio, of long and short positions, having a passive commodity index portfolio exposure in an amount substantially equal to the base portfolio exposure multiplied by a leverage factor of at least 100%,wherein the base portfolio combined with the leverage portfolio that reduces the risk while increasing the return of the investment product as compared to the base portfolio alone, andthe return comprising substantially the change in value of the base portfolio exposure and the passive commodity index portfolio exposure over the predetermined time period.

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