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Multifactor Large Cap Value Index

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Objective

 

  • Designed to provide value-oriented US equity exposure.
  • Seeks to enhance return potential while reducing volatility by up to fifteen-percent (relative to initial capitalization-weighted universe) over a complete market cycle.


 

Description of Methodology

The rules-based proprietary methodology employs a multi-layered risk-controlled approach that seeks to achieve its de-concentration, risk-reduction, and return objectives by selecting companies with favorable diversified risk premia expression, including valuation, momentum, and quality characteristics. The Index seeks to harvest risk premia factors through systematic risk- and factor-weighting twice annually, with a reconstitution occurring in March and September.

  Hartford Multifactor Index Methodology

CharacteristicsAllocations, exposures and holdings are subject to change. Percentages may be rounded.

Allocations, exposures and holdings are subject to change. Percentages may be rounded.

Top Ten Holdings (%)

(as of 4/30/2020)
Verizon Communications Inc 4.00
Chevron Corp 3.08
Medtronic PLC 3.04
AT&T Inc 2.66
Berkshire Hathaway Inc 2.47
Pfizer Inc 2.44
Procter & Gamble Co (The) 2.27
Exxon Mobil Corp 2.15
Intel Corp 2.10
JPMorgan Chase & Co 1.54
Total of Top Ten Holdings 25.75
Sector Exposure (%)
Sectors 3/31/2020 4/30/2020
Financials 23 23
Overweight 100.0%
Communication Services 11 11
Overweight 47.826086956521735%
Health Care 11 11
Overweight 47.826086956521735%
Industrials 10 10
Overweight 43.47826086956522%
Information Technology 10 10
Overweight 43.47826086956522%
Energy 8 9
Overweight 39.130434782608695%
Consumer Staples 7 7
Overweight 30.43478260869565%
Utilities 7 7
Overweight 30.43478260869565%
Consumer Discretionary 4 5
Overweight 21.73913043478261%
Materials 4 4
Overweight 17.391304347826086%
Real Estate 4 4
Overweight 17.391304347826086%

Performance

Performance (%)
% (as of 4/30/2020)
Average Annual Total Returns % (as of 4/30/2020)
YTD 1YR 3YR 5YR SI1
Multifactor Large Cap Value Index -17.41 -9.16 --- --- 1.42
Performance (%)
% (as of 3/31/2020)
Average Annual Total Returns % (as of 3/31/2020)
YTD 1YR 3YR 5YR SI1
Multifactor Large Cap Value Index -25.69 -15.93 --- --- -3.96

SI = Since Inception.
Index Inception:04/30/2018

Past performance is not indicative of future results.

Performance reflects cumulative total returns for periods of less than one year and average annual total returns for periods of one year or greater.

Indices are unmanaged and not available for direct investment. 

Key Facts

Key Facts  (as of 6/5/2020)
Ticker HMLCVX Index
Inception April 30, 2018
Current Index Value 1145.29
Last Closing Level 1108.38
Change 36.91
Change % 3.22%
52-Week-High 1270.64
52-Week-Low 786.46
Number Of Holdings 193

Important Notes

Hartford Multifactor Large Cap Value Index is the exclusive property of Lattice Strategies LLC (a wholly owned subsidiary of Hartford Funds Management Company, LLC) which has contracted with Solactive AG to maintain and calculate the Index. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards Lattice Strategies, Solactive AG has no obligation to point out errors in the Index to third parties.

Index returns do not represent actual fund or portfolio returns. A fund or portfolio may differ significantly from the index. The index does not reflect any management fees, transaction fees, brokerage expenses, or other expenses that may reduce returns. Index returns assume that dividends have been reinvested. Investors cannot invest directly in the Index.

A WORD ABOUT RISK

Investing involves risk, including the possible loss of principal.

Sources for all data: Bloomberg and Hartford Funds.

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