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

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

Characteristics

Country Allocation(%)
(as of 8/31/2018)

Sorry, your browser does not support inline SVG. Japan 20.51
Sorry, your browser does not support inline SVG. Canada 11.45
Sorry, your browser does not support inline SVG. United Kingdom 10.97
Sorry, your browser does not support inline SVG. Switzerland 7.56
Sorry, your browser does not support inline SVG. Germany 7.31
Sorry, your browser does not support inline SVG. Australia 6.98
Sorry, your browser does not support inline SVG. France 6.87
Sorry, your browser does not support inline SVG. Hong Kong 4.95
Sorry, your browser does not support inline SVG. Netherlands 3.96
Sorry, your browser does not support inline SVG. Denmark 2.71
Total of Top 10 Countries(%) 83.27
Sorry, your browser does not support inline SVG. Other (13 countries)

Country allocations are subject to change.

Holdings Characteristics
(as of 8/31/2018)
Fund
Price-to-Book 1.70
Price-to-Earnings 14.45
Return on Equity(%) 12.17
Debt to Equity 0.99
Dividend Yield(%) 3.18
Nominal Countries 23
Effective Countries 10
Nominal Companies 488
Effective Companies 295

Top Ten Holdings (%)

(as of 8/31/2018)
Icon PLC 0.94
ASR Nederland NV 0.83
Schweizerische Lebensversicherungs- Und Rentenanstalt, Zuerich 0.75
Uniper SE 0.75
Gestamp Automocion SA 0.72
Bank of Montreal 0.72
Neste OYJ 0.67
Innogy SE 0.67
ALD SA 0.64
Orsted A/S 0.62
Total of Top Ten Holdings 7.31

Holdings are subject to change. Percentages may be rounded.

Market Cap Distribution(%)
(as of 8/31/2018)
Index
Less than $2B 12.0
$2B - $10B 52.9
$10B - $100B 31.8
Greater than $100B 3.2
Sector Exposure (%)
Sectors 7/31/2018 8/31/2018
Real-Estate 5.7 5.6
Health Care 12.2 12.5
Utilities 5.2 5.1
Industrials 15.5 15.5
Telecommunication Services 4.5 4.5
Information Technology 6.3 6.7
Financials 20.5 20.4
Consumer Staples 9.5 9.4
Consumer Discretionary 9.8 9.5
Materials 6.2 6.0
Energy 4.7 4.8

Performance

Performance (%)
% (as of 8/31/2018)
Average Annual Total Returns % (as of 8/31/2018)
YTD 1YR 3YR 5YR SI1
Risk-Optimized Developed Markets (ex-US) Strategy Index 0.59 6.55 10.07 --- 6.73
Performance (%)
% (as of 6/30/2018)
Average Annual Total Returns % (as of 6/30/2018)
YTD 1YR 3YR 5YR SI1
Risk-Optimized Developed Markets (ex-US) Strategy Index -1.52 8.00 7.65 --- 6.49

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(%)
2016 3.62
2015 1.19
2014 1.97

Key Facts

Key Facts  (as of 9/17/2018)
Ticker LRODMX Index
Inception December 31, 2013
Current Index Value 1343.22
Last Closing Level 1339.62
Change 3.60
Change % 0.27%
52-Week-High 1419.30
52-Week-Low 1279.87
Number Of Holdings 488

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

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

Sources for all data: Bloomberg and Hartford Funds.

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