Custom Core

Tax Alpha Simulator

How can you turn a loss into an asset?

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.