PORTAX 9.7 Features

  • After-Tax Portfolio Optimization and Asset Allocation

  • Multiple Period Horizons with Per Period Results: Asset Weight, Market Value, Cost Basis, Cash Flows, Management Fee, Turnover, Taxes, After-Tax Returns and Alpha Perfomance for each asset.

  • Analysis of up to 100 assets and 120 periods. Period intervals range from Daily to Annual.

  • Margin Trading with borrowed funds.

  • Short Sales Trading with reserve account.

  • Futures Trading with Long, Short, Hedge and Cross Hedge positions.

  • Sub Portfolios for Modeling Different Tax and Ownership Structures

  • User Supllied Asset Class Daily Price and Return Series for Forecasting Inputs in up to 20 markets each with up to 100 Asset Classes.

  • Monte Carlo Simulation for Constructed Portfolios including Asset Skewness, Kurtosis and Histograms

  • What If Portfolios for Creating and Comparing Custom Portfolios

  • International Currencies and Tax Rates for Modeling Around the World

  • Economic Cycles and Shifts with time varying asset statistics.

  • Extensive Private Branded Client Reporting

Published Testimonial (Excerpt)
Doug Rodgers, CFA
"The one system that to my knowledge is still the industry benchmark is PORTAX ... {It] takes the current cost basis into account of existing holdings and can model various estate structures out to over 100 years. Taxes become the third axis to return and risk. It allows a practitioner to analyze the tax impact when considering adopting another mix. It is extremely complex requiring training for both execution and interpretation but, if mastered, PORTAX offers tremendous value."
IMCA Investments & Wealth Monitor, "Tax-Aware Investing", Jan-Feb 2015

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