Historical harvest rate
43%-47%
Based on historical simulations, a $100k investment may generate between $43k and $47k in losses over 3.5 years.
Long short direct indexing allows you to express a factor view, such as value or growth, while harvesting significantly more tax losses. We start with a core index and then layer on additional long and short positions to create a factor tilt. This structure allows you to express a market opinion while maintaining overall market exposure similar to the benchmark index.
