At Parametric, we transform losses into economic assets to improve after-tax return. That’s what we call Tax Alpha. We created this tool to help you explain this to your clients.
Compare how market variables impact tax alpha in real-time.
Now you can quickly demonstrate the impact of market changes on the after-tax return of a tax-managed portfolio. Parametric Tax Alpha Simulator allows you to answer the questions: How much can I expect in losses? How much can they improve my after-tax return?
This tool is intended to be used for Custom Core™ portfolios that will be tax managed by Parametric. Custom Core™ consists of Tax-Managed and Indexed Strategies. Tax-Managed Custom Core™ and Centralized Portfolio Management strategies are offered by Parametric Custom Tax-Managed & Centralized Portfolio Management. Non Tax-Managed Custom Core™, Policy Implementation Overlay Services, Systematic Alpha, Systematic Income and Alternatives strategies are offered by Parametric Investment & Overlay Strategies.
Investment advisory services offered through Parametric Portfolio Associates® LLC ("Parametric"), an investment adviser registered with the U.S. Securities and Exchange Commission. Parametric (National Registration Database No. 42850) is also registered as a Portfolio Manager with the securities regulatory authorities in certain provinces of Canada with regard to specific products and strategies. Parametric provides advisory services directly to institutional investors and indirectly to individual investors through financial intermediaries. The information on this website does not constitute an offer to sell, or a solicitation of an offer to purchase, securities in any jurisdiction to any person to whom it is not lawful to make such an offer. Investing entails risks and there can be no assurance that Parametric (and its affiliates) will achieve profits or avoid incurring losses. All investments are subject to potential loss of principal. Parametric does not provide tax or legal advice. Prospective investors should consult with a tax or legal advisor before making any investment decision. Please refer to the Disclosure page for important information about investments and risks.
S&P Dow Jones Indices are a product of S&P Dow Jones Indices LLC (“S&P DJI”) and have been licensed for use. S&P® indexes are registered trademarks of S&P DJI; Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); S&P DJI, Dow Jones, and their respective affiliates do not sponsor, endorse, sell, or promote Parametric and its strategies, will not have any liability with respect thereto, and do not have any liability for any errors, omissions, or interruptions of the S&P Dow Jones Indices.