Green Harvest Asset Management’s Core Index Plus Emerging Markets Strategy (benchmark: Global Emerging Markets Index) offers investors access to a passively managed portfolio of passive exchange-traded funds. This strategy employs Green Harvest’s advanced SmartCapture Discipline which is a proprietary, multi-step loss harvesting process designed to:
• Maximize Loss Capture: Losses are captured when an optimum loss-harvesting threshold target is met
• Minimize Tracking Error: When an ETF is sold, proceeds are simultaneously swapped into a similar ETF
Fact Sheet
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Benefits
• Provide tax alpha to investors by reducing taxes owed annually on realized capital gains by loss harvesting (matching realized losses to realized gains).
• Differentiate model portfolios and add flexibility by converting to index exposures enhanced with loss harvesting.
• Unlock “frozen” assets with imbedded capital gains via Green Harvest transition portfolios.
Characteristics
| Inception | 06/01/2017 |
|---|---|
| Price/Earnings | 13.72 |
| Price/Book | 1.55 |
| Price/Cash Flow | 8.25 |
| Dividend Yield | 2.57% |
Performance and Loss Capture (through 3/31/18)
| 2Q18 | 1Q18 | YTD | Since Inception |
|
|---|---|---|---|---|
| Performance | ||||
| Green Harvest Core Index Plus Emerging Markets Equity Strategy (Gross) | 8.8% | 2.8% | -6.3% | 8.1% |
| Green Harvest Core Index Plus Emerging Markets Equity Strategy (Net) | 8.9% | 2.7% | -6.5% | 7.5% |
| Emerging Markets Equity Index | 9.7% | 2.5% | -7.4% | 8.0% |
| Tax Benefits | ||||
| % of Loss Capture | 3.3% | |||
| Loss Harvest Opportunity (Benchmark) | 1.1% | |||
| Capture Rate vs. Benchmark | 311.1% |
Top Sectors % (as of 3/31/18)
- Portfolio
- Global Emerging Markets Index
- Portfolio
- Global Emerging Markets Index
Top Countries % (as of 3/31/18)
- Portfolio
- Global Emerging Markets Index
- Portfolio
- Global Emerging Markets Index