SYSTEM AND METHOD FOR SUPPORTING COMMODITY FUND MANAGEMENT AND RECORDING MEDIUM

摘要

PROBLEM TO BE SOLVED: To easily and properly use and manage commodity funds and to easily perform total use and management matching bonds, etc.;SOLUTION: Transaction detail data regarding commodity funds are inputted at any time and stored in a transaction detail database 2 and monitoring data for grasping the use state of the commodity funds are generated by entrustment destinations of asset use and asset groups. Further, the correlation value between the generated monitoring data and index data is obtained to objectively judge the use performance of the commodity funds from the monitoring data obtained from daily transaction detail data or the correlation value, thereby excluding judgments based upon the experience and know-how of a use operator, etc., as much as possible. Further, stock indexes, etc., are used as the index data to easily grasp the commodity funds which are very uncorrelative to stock prices.;COPYRIGHT: (C)2002,JPO