• Account Access
  • Contact Us

    Pre-Sales Support

    Mutual Funds and ETFs - 800-456-7526
    Monday-Thursday: 8:00 a.m. – 6:00 p.m. ET
    Friday: 8:00 a.m. – 5:00 p.m. ET

    ETF Trading Support - 415-315-6600
    Monday-Friday: 9:30 a.m. – 5:00 p.m. ET

    Post-Sales and Website Support
    888-843-7824
    Monday-Friday: 9:00 a.m. - 6:00 p.m. ET

  • Advisor Log In

Multifactor Large Cap Value Index

addandremoveFav

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 10/31/2019)
Pfizer Inc 3.34
Verizon Communications Inc 2.59
Medtronic PLC 2.40
AT&T Inc 2.39
Berkshire Hathaway Inc 2.36
Chevron Corp 2.34
Exxon Mobil Corp 2.19
Procter & Gamble Co (The) 2.06
International Business Machines Corp 1.85
McDonald's Corp 1.77
Total of Top Ten Holdings 23.29
Sector Exposure (%)
Sectors 9/30/2019 10/31/2019
Financials 26 26
Overweight 100.0%
Health Care 12 12
Overweight 46.15384615384615%
Communication Services 9 9
Overweight 34.61538461538461%
Industrials 9 9
Overweight 34.61538461538461%
Consumer Staples 9 8
Overweight 30.76923076923077%
Consumer Discretionary 7 7
Overweight 26.923076923076923%
Information Technology 7 7
Overweight 26.923076923076923%
Utilities 7 7
Overweight 26.923076923076923%
Energy 6 6
Overweight 23.076923076923077%
Materials 4 4
Overweight 15.384615384615385%
Real Estate 4 4
Overweight 15.384615384615385%

Performance

Performance (%)
% (as of 11/30/2019)
Average Annual Total Returns % (as of 11/30/2019)
YTD 1YR 3YR 5YR SI1
Multifactor Large Cap Value Index 22.88 12.50 --- --- 13.49
Performance (%)
% (as of 9/30/2019)
Average Annual Total Returns % (as of 9/30/2019)
YTD 1YR 3YR 5YR SI1
Multifactor Large Cap Value Index 19.97 10.39 --- --- 13.27

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 12/13/2019)
Ticker HMLCVX Index
Inception April 30, 2018
Current Index Value 1229.99
Last Closing Level 1232.14
Change -2.15
Change % -0.17%
52-Week-High 1232.14
52-Week-Low 998.71
Number Of Holdings 187

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.

212186