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Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index

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Objective

  • De-concentrate country, currency, and individual company risks in developed market economies (ex US)
  • Seek reduced volatility and drawdown risk and improve returns (relative to capitalization weighted developed international equity indexes (ex U.S.) 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, quality, and volatility characteristics. The methodology seeks to further address active risks versus the capitalization-weighted universe by managing size, country, and liquidity risks. 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 Methodologies

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

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

Country Allocation(%)
(as of 6/30/2019)

Sorry, your browser does not support inline SVG. JAPAN 21
Sorry, your browser does not support inline SVG. CANADA 12
Sorry, your browser does not support inline SVG. UNITED KINGDOM 11
Sorry, your browser does not support inline SVG. AUSTRALIA 8
Sorry, your browser does not support inline SVG. FRANCE 7
Sorry, your browser does not support inline SVG. SWITZERLAND 7
Sorry, your browser does not support inline SVG. GERMANY 7
Sorry, your browser does not support inline SVG. HONG KONG 4
Sorry, your browser does not support inline SVG. NETHERLANDS 3
Sorry, your browser does not support inline SVG. SINGAPORE 3
Total of Top 10 Countries(%) 83
Sorry, your browser does not support inline SVG. Other (13 countries)
Holdings Characteristics
(as of 5/31/2019)
Fund
Price/Earnings 13.4x
Return on Equity 10.9%
Nominal Companies 467
Effective Companies 293
Nominal Countries 23
Effective Countries 10
Debt to Equity 104.0%
Index Dividend Yield (%) 3.93

Top Ten Holdings (%)

(as of 6/30/2019)
Rio Tinto Group 0.95
Schweizerische Lebensversicherungs- Und Rentenanstalt, Zuerich 0.82
Metro AG 0.79
Merck Kgaa 0.74
Scor SE 0.72
Wesfarmers Ltd 0.72
Zurich Insurance Group AG 0.68
ASR Nederland NV 0.66
Baloise-Holding 0.66
Royal Dutch Shell PLC 0.64
Total of Top Ten Holdings 7.38
Market Cap Distribution(%)
(as of 5/31/2019)
Index MSCI World ex-USA Index
Less than $2B 10 10
$2B - $10B 50 50
$10B - $100B 36 36
Greater than $100B 4 4
Sector Exposure (%)
Sectors 3/31/2019 5/31/2019
Financials 21 22
Industrials 13 12
Health Care 11 11
Consumer Discretionary 10 10
Consumer Staples 9 9
Communication Services 8 8
Real Estate 7 7
Energy 6 6
Information Technology 4 5
Materials 5 5
Utilities 5 5

Performance

Performance (%)
% (as of 5/31/2019)
Average Annual Total Returns % (as of 5/31/2019)
YTD 1YR 3YR 5YR SI1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 6.12 -4.22 6.75 3.95 4.84
Performance (%)
% (as of 3/31/2019)
Average Annual Total Returns % (as of 3/31/2019)
YTD 1YR 3YR 5YR SI1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 8.89 -1.24 8.16 5.08 5.51

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 -9.68
2017 25.99
2016 3.62
2015 1.19
2014 1.97

Key Facts

Key Facts  (as of 7/16/2019)
Ticker LRODMX Index
Inception December 31, 2013
Current Index Value 1355.97
Last Closing Level 1360.33
Change -4.36
Change % -0.32%
52-Week-High 1369.41
52-Week-Low 1193.56
Number Of Holdings 466

Important Notes

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) 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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