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Hartford Risk-Optimized Multifactor Emerging Markets Index

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Objective

  • Balance risk across emerging market countries, currencies and companies
  • Reduce concentrations in larger, export-driven emerging market economies, global multi-nationals, and state-owned enterprises.
  • Increase exposure to smaller, more locally driven emerging economies
  • Select companies with favorable valuation, momentum, and quality characteristics
  • Seek improved returns relative to capitalization-weighted emerging markets indexes with similar risk

Description of Methodology

The rules-based proprietary methodology employs a multi-layered risk allocation approach that first de-concentrates exposures by balancing risk across the equities within each country and then seeks to balance downside risk contribution across all countries in the emerging markets universe. From the risk-balanced baseline, the methodology selects companies with favorable diversified risk premia expression, including value, momentum and quality characteristics. The Index seeks to harvest mean reversion opportunities and risk premia factors through systematic risk- and factor-weighting twice annually, through systematic reconstitution (in March) and rebalancing (in September).

  Hartford Multifactor Index Methodologies

Characteristics

Country Allocation(%)
(as of 12/31/2018)

Sorry, your browser does not support inline SVG. TAIWAN 9
Sorry, your browser does not support inline SVG. SOUTH KOREA 9
Sorry, your browser does not support inline SVG. MALAYSIA 9
Sorry, your browser does not support inline SVG. THAILAND 9
Sorry, your browser does not support inline SVG. INDONESIA 8
Sorry, your browser does not support inline SVG. CHINA 8
Sorry, your browser does not support inline SVG. TURKEY 7
Sorry, your browser does not support inline SVG. INDIA 6
Sorry, your browser does not support inline SVG. BRAZIL 6
Sorry, your browser does not support inline SVG. POLAND 6
Total of Top 10 Countries(%) 75
Sorry, your browser does not support inline SVG. Other (6 countries)

Country allocations are subject to change.

Holdings Characteristics
(as of 12/31/2018)
Fund
Price/Earnings 10.5x
Price/Book 1.3x
Return on Equity 12.1%
Nominal Companies 319
Effective Companies 212
Nominal Countries 16
Effective Countries 14
Debt to Equity 116.6%
Index Dividend Yield (%) 3.58
Market Cap Distribution(%)
(as of 12/31/2018)
Index MSCI Emerging Markets Index
Less than $2B 22 22
$2B - $10B 54 54
$10B - $100B 24 24
Greater than $100B 1 1

Top Ten Holdings (%)

(as of 12/31/2018)
China Telecom Corp Ltd 1.04
Dr Reddy'S Laboratories Ltd 1.01
Itau Unibanco Holding SA 0.96
Telefonica Brasil SA 0.93
Infosys Ltd 0.92
Malayan Banking Bhd Maybank 0.92
LG Uplus Corp 0.91
PT Bank Negara Indonesia (Persero) TBK 0.89
H D F C Bank Ltd 0.87
Banco Do Brasil SA Bb Brasil 0.86
Total of Top Ten Holdings 9.31

Holdings are subject to change. Percentages may be rounded.

Sector Exposure (%)
Sectors 9/30/2018 12/31/2018
Financials 30 32
Consumer Staples 11 11
Communication Services 10 11
Energy 9 9
Information Technology 9 8
Consumer Discretionary 6 6
Materials 7 6
Utilities 6 6
Industrials 5 5
Health Care 3 3
Real Estate 3 3

Performance

Performance (%)
% (as of 12/31/2018)
Average Annual Total Returns % (as of 12/31/2018)
YTD 1YR 3YR 5YR SI1
Hartford Risk-Optimized Multifactor Emerging Markets Index -11.36 -11.36 7.62 0.29 0.29
Performance (%)
% (as of 12/31/2018)
Average Annual Total Returns % (as of 12/31/2018)
YTD 1YR 3YR 5YR SI1
Hartford Risk-Optimized Multifactor Emerging Markets Index -11.36 -11.36 7.62 0.29 0.29

SI = Since Inception.
Index Inception:12/31/2013

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. 

Calendar Year Returns(%)
2018 -11.36
2017 28.87
2016 9.11
2015 -18.97
2014 0.44

Key Facts

Key Facts  (as of 1/18/2019)
Ticker LROAMX Index
Inception December 31, 2013
Current Index Value 1068.80
Last Closing Level 1059.70
Change 9.10
Change % 0.85%
52-Week-High 1240.80
52-Week-Low 970.07
Number Of Holdings 319

Important Notes

Hartford Risk-Optimized Multifactor Emerging Markets 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

There are risks associated with investing, including the possible loss of principal.

Sources for all data: Bloomberg and Hartford Funds.

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