FUND MANAGEMENT METHOD AND SYSTEM USING AN ANALYSIS OF PORTFOLIO STRATEGY AND RISK

摘要

PURPOSE: A method and a system for managing fund using a PSR analysis are provided to recommend a fund suitable for current market conditions to an investor through the PSR analysis. CONSTITUTION: A PSR(Portfolio Strategy and Risk) analyzing unit(230) respectively executes a PSR analysis about operating funds. The PSR analyzing unit provides an active risk, a style exposure level, a sector exposure level, a risk contribution level, and stock change. Based on PSR analyzing result, a management control unit(240) grasps one or one or more among operation of operating funds, the difference level between the operating funds and a bench mark, elements which influences to a fund profit rate of operating funds.