Is Direct-Indexing right for you?

There’s a lot that’s glossed over in all the splashy marketing. We’ve read the fine print and run thousands of simulations testing the efficacy of loss harvesting.

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Tax efficient Portfolio Transition analysis

  • Do you have a concentrated portfolio that you would like to transition over to a diversified one in the most tax efficient manner?
  • Do you have hundreds of equity positions with such a low cost basis that even a simple rebalancing incurs capital gains  ?
  • Would you like transition over to a simplified ETF portfolio?
  • No options, derivatives or expensive structured products needed.

 

Stress testing tax - aware investment strategies

  • Unbiased, independent evaluation of your current strategy
  • Comparisons of your strategy to competitors’ strategies
  • Evaluation of potential strategy enhancements/improvements
  • Recommendations on strategy enhancements/improvements
  • Stress testing of your strategy – in what situations will it produce undesirable results?

Evaluating After-Tax Performance & Tax - Alpha Calculations

  • Includes taxes on capital gains and losses, qualified and unqualified dividends, and interest income and expenses
  • Incorporates external capital gains assumptions
  • Nets short-term and long-term gains and losses from internal and external sources
  • Applies the $3,000 capital loss limitation and loss carryovers
  • Calculates pre-liquidation and post-liquidation after-tax performance
  • Uses shadow benchmarks to calculate the after-tax benchmark performance needed to derive Tax-Alpha

AlphaWorks was formed in 2021 to provide quantitative equity portfolio management and research services to clients in the investment management industry. Alphaworks primary service offering helps financial advisors and direct-index managers quantify ‘tax-alpha’ using shadow benchmarking.

Mayukh Mukherjee, CFA

Mayukh served as Alloy’s Chief Operating Officer. In this role he ran Operations, Compliance and managed Investor Relations for the firm. Mayukh has a quantitative and technical background. He conducts quantitative research and statistical modeling using machine learning techniques and evaluates the effectiveness of alternative data sets.

Contact info

We'd love to hear from you, lets get in touch!

Email

info@alphaworksinfo.com

Phone

(908) 543-4259

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