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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

EM-Strategy_1Q18_v4-1

(click to download PDF)

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

Inception06/01/2017
Price/Earnings13.72
Price/Book1.55
Price/Cash Flow8.25
Dividend Yield2.57%

Performance and Loss Capture (through 3/31/18)

 2Q181Q18YTDSince
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 Index9.7%2.5%-7.4%8.0%
Tax Benefits
% of Loss Capture3.3%
Loss Harvest Opportunity (Benchmark)1.1%
Capture Rate vs. Benchmark311.1%

Top Sectors % (as of 3/31/18)

  • Portfolio
  • Global Emerging Markets Index

Top Countries % (as of 3/31/18)

  • Portfolio
  • Global Emerging Markets Index