Systems and methods for automated analysis, screening and reporting of group performance

1. A computer system, comprising:

one or more processors; and

memory storing one or more programs for execution by the one or more processors, the one or more programs including instructions for:

receiving, at the computer system, a request to quantify factor timing performance associated with a respective group of members;

obtaining, at the computer system, historical performance data for a plurality of predefined factors;

obtaining, at the computer system, historical group factor exposure data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group factor exposure data represents a relationship between a respective entry in historical performance data of the respective group and a respective entry in historical performance data of a respective factor of the plurality of predefined factors for a respective time period;

generating, at the computer system, historical group factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and the historical group factor exposure data for the plurality of predefined factors for the respective group;

storing, at the computer system, the historical group factor performance data for the plurality of predefined factors for the respective group;

generating, at the computer system, historical group static factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and one or more representative values of the historical group factor exposure data for the plurality of predefined factors for the respective group;

storing, at the computer system, the historical group static factor performance data for the plurality of predefined factors for the respective group;

generating, at the computer system, historical group dynamic factor performance data for the plurality of predefined factors for the respective group in accordance with the historical group factor performance data for the plurality of predefined factors for the respective group and the historical group static factor performance data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group dynamic factor performance data represents the factor timing performance associated with the respective group for a respective factor for a respective time period;

storing, at the computer system, the historical group dynamic factor performance data for the plurality of predefined factors for the respective group; and

providing one or more values that represent the historical group dynamic factor performance data.

2. The system of claim 1 , wherein the one or more programs include instructions for:

subsequent to generating the historical group dynamic factor performance data, determining one or more values that indicate reliability of the historical group dynamic factor performance data; and

providing the one or more values that indicate reliability of the historical group dynamic factor performance data.

3. The system of claim 1 , wherein the one or more programs include instructions for:

generating historical group residual performance data for the respective group in accordance with the historical group performance data for the respective group and the historical group factor performance data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group residual performance data represents member selection performance associated with the respective group;

storing the historical group residual performance data for the respective group; and

providing one or more values that represent the historical group residual performance data.

4. The system of claim 3 , wherein the one or more programs include instructions for:

determining one or more values that indicate reliability of the historical group residual performance data; and

providing the one or more values that indicate reliability of the historical group residual performance data.

5. The system of claim 3 , wherein the one or more programs include instructions for:

determining one or more combined values from the historical group dynamic factor performance data and the historical group residual performance data, a respective combined value, of the one or more combined values, corresponding to a sum of one or more respective values in the historical group dynamic factor performance data and one or more corresponding values in the historical group residual performance data; and

providing at least a subset of the one or more combined values.

6. The system of claim 1 , wherein the one or more programs include instructions for:

identifying a plurality of groups associated with a respective agent, wherein the plurality of groups includes the respective group;

generating historical group dynamic factor performance data for the plurality of predefined factors for particular groups of the plurality of groups;

storing the historical group dynamic factor performance data for the plurality of predefined factors for the particular groups of the plurality of groups; and

providing one or more values that represent the historical group dynamic factor performance data for the plurality of predefined factors for the particular groups of the plurality of groups.

7. The system of claim 1 , wherein the one or more programs include instructions for:

identifying a plurality of groups associated with a respective agent, wherein the plurality of groups includes the respective group;

generating historical group residual performance data for particular groups in the plurality of groups;

storing the historical group residual performance data for the particular groups in the plurality of groups; and

providing one or more values that represent the historical group residual performance data for the particular groups of the plurality of groups.

8. The system of claim 7 , wherein a first group of the plurality of groups spans over a first time period and a second group of the plurality of groups spans over a second time period distinct from the first time period.

9. The system of claim 1 , wherein the one or more programs include instructions for:

identifying a respective range based on the historical group factor exposure data for a respective factor;

determining whether a current group factor exposure for the respective factor is outside of the respective range for the respective factor; and,

in accordance with a determination that the current group factor exposure for the respective factor is outside of the respective range for the respective factor, providing a notification indicating that the current group factor exposure for the respective factor is outside the respective range for the respective factor.

10. The system of claim 1 , wherein the one or more programs include instructions for:

displaying a graph representing entries in the historical group factor exposure data for a second factor and entries in the historical performance data of the second factor, wherein the graph includes a plurality of data points, a respective data point having a first axis value that corresponds to a respective entry in the historical group factor exposure data for the second factor and a second axis value that corresponds to a corresponding entry in the historical performance data of the second factor.

11. The system of claim 1 , wherein the one or more programs include instructions for:

generating historical group residual performance data for a subset of the respective group in accordance with historical group performance data for the subset of the respective group and the historical group factor performance data for the subset of the respective group, wherein a respective entry in the historical group residual performance data represents residual member selection performance associated with the subset of the respective group; and

storing the historical group residual performance data for the subset of the respective group.

12. The system of claim 1 , wherein the one or more programs include instructions for:

generating historical group residual performance data for a first group, wherein the first group includes members in the respective group and the members in the first group have same weights as each other;

storing the historical group residual performance data for the first group; and

providing one or more values that represent the historical group residual performance data for the first group.

13. The system of claim 12 , wherein the one or more programs include instructions for:

generating historical group residual performance data for a subset of the respective group in accordance with historical group performance data for the subset of the respective group and the historical group factor performance data for the subset of the respective group, wherein a respective entry in the historical group residual performance data represents residual member selection performance associated with the subset of the respective group;

generating expected residual performance data for the subset of the respective group in accordance with one or more of the historical group residual performance data for the respective group, the historical group residual performance data for the subset of the respective group, a difference of the historical group residual performance data for the subset of the respective group and historical group residual performance data for a first group, and current group factor exposure data for the subset of the respective group, wherein the first group includes members in the respective group and the members in the first group have same weights as each other; and

storing the expected residual performance data for the subset of the respective group.

14. The system of claim 13 , wherein the one or more programs include instructions for:

repeating generating expected residual performance data for distinct subsets of the respective group;

generating expected residual performance data for the respective group in accordance with the expected residual performance data for the distinct subsets of the respective group; and

storing the expected residual performance data for the respective group.

15. The system of claim 1 , wherein the historical group factor exposure data is determined in accordance with historical member factor exposure data and historical group member weight data.

16. The system of claim 1 , including:

displaying a first chart selected from a set of charts that include:

a chart that includes a plurality of first data points, a respective first data point corresponding to a distinct group, the respective first data point having a first axis value that represents one of: the historical group dynamic factor performance data for the distinct group and a value that indicates reliability of the historical group dynamic factor performance data and a second axis value that represents one of: the historical group residual performance data for the distinct group and a value that indicates reliability of the historical group residual performance data;

a chart that illustrates a two-dimensional matrix of cells, wherein one of a column of cells or a row of cells corresponds to a respective time period and the other of the column of cells and the row of cells corresponds to a distinct group, and a respective cell of the cells corresponds to one of: the respective entry in the historical group dynamic factor performance data, the respective entry in the historical group residual performance data, a value that represents cumulative historical group dynamic factor performance data for a predefined set of periods, a value that represents cumulative historical group residual performance data for a predefined set of periods, and a respective combined value corresponding to a sum of one or more respective values in the historical group dynamic factor performance data and one or more corresponding values in the historical group residual performance data;

a correlation chart that illustrates a two-dimensional matrix that graphically represents correlation of performances of a plurality of groups, wherein the correlation is determined based on one or more of: the historical group dynamic factor performance data for respective groups, and the historical group residual performance data for the respective groups; and

a dendrogram that graphically illustrates clustering of performances of the plurality of groups, wherein the clustering is determined based on one or more of: the historical group dynamic factor performance data for respective groups, and the historical group residual performance data for the respective groups;

concurrently displaying one or more user interface elements with the first chart;

while displaying the first chart and the one or more user interface elements, detecting a selection of one of the one or more user interface elements; and

replacing the display of the first chart with a display of a second chart, wherein the second chart is selected from the set of charts and the second chart is distinct from the first chart.

17. The system of claim 1 , wherein the one or more programs include instructions for:

generating expected dynamic factor performance data for a respective factor in accordance with the historical group dynamic factor performance data and current group factor exposure data for the respective group for the respective factor; and

storing the expected dynamic factor performance data for the respective factor.

18. The system of claim 17 , wherein the one or more programs include instructions for:

repeating generating expected dynamic factor performance data for distinct factors of the respective group;

generating expected dynamic factor performance data for the respective group in accordance with the expected dynamic factor performance data for the distinct factors; and

storing the expected aggregate dynamic factor performance data for the respective group.

19. A method for quantifying performance of a group, comprising:

receiving, at a computer system with one or more processors and memory, a request to quantify factor timing performance associated with a respective group;

obtaining, at the computer system, historical performance data for a plurality of predefined factors;

obtaining, at the computer system, historical group factor exposure data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group factor exposure data represents a relationship between a respective entry in historical performance data of the respective group and a respective entry in historical performance data of a respective factor of the plurality of predefined factors for a respective time period;

generating, at the computer system, historical group factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and the historical group factor exposure data for the plurality of predefined factors for the respective group;

storing, at the computer system, the historical group factor performance data for the plurality of predefined factors for the respective group;

generating, at the computer system, historical group static factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and one or more representative values of the historical group factor exposure data for the plurality of predefined factors for the respective group;

storing, at the computer system, the historical group static factor performance data for the plurality of predefined factors for the respective group;

generating, at the computer system, historical group dynamic factor performance data for the plurality of predefined factors for the respective group in accordance with the historical group factor performance data for the plurality of predefined factors for the respective group and the historical group static factor performance data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group dynamic factor performance data represents the factor timing performance associated with the respective group for a respective factor for a respective time period;

storing, at the computer system, the historical group dynamic factor performance data for the plurality of predefined factors for the respective group; and

providing one or more values that represent the historical group dynamic factor performance data.

20. A non-transitory computer readable storage medium, storing one or more programs for execution by one or more processors of a computer system, the one or more programs including instructions for:

receiving, at a computer system with one or more processors and memory, a request to quantify factor timing performance associated with a respective group;

obtaining, at the computer system, historical performance data for a plurality of predefined factors;

obtaining, at the computer system, historical group factor exposure data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group factor exposure data represents a relationship between a respective entry in historical performance data of the respective group and a respective entry in historical performance data of a respective factor of the plurality of predefined factors for a respective time period;

generating, at the computer system, historical group factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and the historical group factor exposure data for the plurality of predefined factors for the respective group;

storing, at the computer system, the historical group factor performance data for the plurality of predefined factors for the respective group;

generating, at the computer system, historical group static factor performance data for the plurality of predefined factors for the respective group in accordance with the historical performance data for the plurality of predefined factors and one or more representative values of the historical group factor exposure data for the plurality of predefined factors for the respective group;

storing, at the computer system, the historical group static factor performance data for the plurality of predefined factors for the respective group;

generating, at the computer system, historical group dynamic factor performance data for the plurality of predefined factors for the respective group in accordance with the historical group factor performance data for the plurality of predefined factors for the respective group and the historical group static factor performance data for the plurality of predefined factors for the respective group, wherein a respective entry in the historical group dynamic factor performance data represents the factor timing performance associated with the respective group for a respective factor for a respective time period;

storing, at the computer system, the historical group dynamic factor performance data for the plurality of predefined factors for the respective group; and

providing one or more values that represent the historical group dynamic factor performance data.