An investment allocation system, analysis module and method thereof for allocation of a total investment are disclosed. The investment allocation system comprises an input module, an analysis module and a allotment amount computation mode. The input module is used to input the historical data of a benchmark asset and multiple financial assets, and a threshold. The analysis module is used to calculate an adaptivity of each financial asset according to the threshold, and historical data of the benchmark asset and those financial assets. The allocation amount computation module is used to calculate an allocation ratio for each financial asset according to those adaptivities, related data, and a ratio computation procedure and the allocation ratio each of those financial assets being multiplied by the total investment to produce the amount of allocation for each financial asset.