SYSTEMS AND METHODS FOR AUTOMATED ANALYSIS, SCREENING AND REPORTING OF GROUP PERFORMANCE

A method for quantifying performance of a group includes generating historical group factor performance data for a plurality of predefined factors in accordance with historical performance data and historical group factor exposure data for the plurality of predefined factors; generating historical group static factor performance data for the plurality of predefined factors 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; generating historical group dynamic factor performance data for the plurality of predefined factors in accordance with the historical group factor performance data for the plurality of predefined factors and the historical group static factor performance data for the plurality of predefined factors; and providing one or more values that represent the historical group dynamic factor performance data.