The Asset Allocator is an asset allocation/rebalancing calculator can be used to compute best asset allocation for a taxable financial portfolio to meet the following goals all at the same time:
- Market weights on asset classes, asset groups and assets are all within pre-defined tolerance ranges around target weights,
- After-tax cash inflow or outflow requirement,
- Tax withheld amount on carry-over and allocation capital gains and losses applying both short term and long term capital gain tax rates,
- Minimize tax liability to maximize portfolio value after allocation.
The latest binaries can be downloaded from https://github.com/Yafei-W/Asset-Allocator/releases. Download the zip file of your platform, unzip and run the AssetAllocator script under the bin folder. Once the program starts, click on the menu item "Help" for further information. Other folders that contain related information are:
- input: sample input files,
- output: sample output files,
- xsd: schema file for input and output files.
This version of the program is for personal use only.
Input Asset Tree window showing a model portfolio in a tree-like structure of Asset Classes, Asset Groups and Assets:
Input Portfolio window showing a portfolio with tax lots from different assets:
Asset Class View window showing current portfolio market weights on Asset Class level:
Asset Group View window showing current portfolio market weights on Asset Group level:
Asset View window showing current portfolio market weights on Asset level:
Output Portfolio window showing portfolio after allocation with new tax lots that should be created:
