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Multifactor Large Cap Value Index    Ticker - HMLCVX Index


TICKER
HMLCVX Index
Actions

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.

download PDF  Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 6/30/2021)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 6/30/2021)
YTD 1YR 3YR 5YR 10YR SI 1
Multifactor Large Cap Value Index 16.55 36.47 12.64 --- --- 11.96
 
CUMULATIVE %
(as of 6/30/2021)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 6/30/2021)
YTD 1YR 3YR 5YR 10YR SI1
Multifactor Large Cap Value Index 16.55 36.47 12.64 --- --- 11.96

Past performance does not guarantee 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.

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

Characteristics

KEY FACTS (as of 7/28/2021)
Ticker HMLCVX Index
Inception Date 04/30/2018
Current Index Value 1444.87
Last Closing Level 1446.46
Change -1.59
Change % -0.11%
52-Week-High 1457.09
52-Week-Low 1072.16
Number Of Holdings 173
Holding Characteristics
As of Date
6/30/2021
Price/Book
2.7x
Price/Earnings
19.3x
Return on Equity
14.4%
Nominal Companies
173
Effective Companies
101
Debt to Equity
107.3%
Index Dividend Yield (%)
2.02
Sector Exposure (%)
Financials 21
Industrials 16
Health Care 12
Information Technology 11
Communication Services 9
Consumer Discretionary 7
Materials 6
Real Estate 5
Utilities 5
Consumer Staples 4
Energy 4
Financials 21
Industrials 16
Health Care 12
Information Technology 11
Communication Services 9
Consumer Discretionary 6
Materials 6
Utilities 6
Real Estate 5
Consumer Staples 4
Energy 4
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.
Top Ten Holdings (%)
Nike Inc 3.44
Berkshire Hathaway Inc 3.40
Verizon Communications Inc 3.07
Exxon Mobil Corp 2.09
AT&T Inc 1.92
Pfizer Inc 1.89
Comcast Corp 1.74
Cisco Systems Inc 1.69
JPMorgan Chase & Co 1.47
Public Storage 0.94
Total Portfolio % 21.65
Market Cap Distribution (%)

Market Cap Header

Market Cap Header3

Less than $2B 0
$2B - $10B 12
$10B - $100B 53
Greater than $100B 35
Investing involves risk, including the possible loss of principal.
Sources for all data: Bloomberg and Hartford Funds.

 

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The material on this site is for informational and educational purposes only. The material should not be considered tax or legal advice and is not to be relied on as a forecast. The material is also not a recommendation or advice regarding any particular security, strategy or product. Hartford Funds does not represent that any products or strategies discussed are appropriate for any particular investor so investors should seek their own professional advice before investing. Hartford Funds does not serve as a fiduciary. Content is current as of the publication date or date indicated, and may be superseded by subsequent market and economic conditions.

Investing involves risk, including the possible loss of principal. Investors should carefully consider a fund's investment objectives, risks, charges and expenses. This and other important information is contained in the mutual fund, ETF or closed-end interval fund prospectus or summary prospectus, which can be obtained from a financial professional and should be read carefully before investing.

Mutual funds and the closed-end interval fund are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA/SIPC. Exchange-traded products are distributed by ALPS Distributors, Inc. (ALPS). Advisory services may be provided by Hartford Funds Management Company, LLC (HFMC) or its wholly owned subsidiary, Lattice Strategies LLC (Lattice). Certain funds are sub-advised by Wellington Management Company LLP and/or Schroder Investment Management North America Inc. Schroder Investment Management North America Ltd. serves as a secondary sub-adviser to certain funds. Hartford Funds refers to Hartford Funds Management Group, Inc. and its subsidiaries, including HFD, HFMC, and Lattice, which are not affiliated with any sub-adviser or ALPS. The funds and other products referred to on this Site may be offered and sold only to persons in the United States and its territories.

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