1. A computer including a data storage device including a computer usable medium having computer usable code means for evaluating the effectiveness of a best of a plurality of comparable entities vis-a-vis a benchmark, the computer usable code means having: computer readable code means for receiving, from a computer input device, past market data from a database; computer readable code means for generating the entities to be evaluated, at least one entity outputting at least one indicator of predicted performance; computer readable code means for generating an effectiveness measurement of the benchmark using at least one predetermined measurement criterion, the predetermined measurement criterion being based on the past market data; computer readable code means for generating an effectiveness measurement of each entity evaluated using the at least one measurement criterion; computer readable code means for determining the best one of a plurality of entities; computer readable code means for generating a statistic representative of the statistical significance of the effectiveness of a best one of the comparable entities vis-a-vis the benchmark using the effectiveness measurements such that the statistic is determined based on the evaluation of all the entities; and based on the statistic, using the best one of the entities to predict future performance.