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Overview
- 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-optimized approach that seeks to achieve its diversification, 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, 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.
Performance
PERFORMANCE %
|
CUMULATIVE %
(as of 3/31/2024)
|
AVERAGE ANNUAL TOTAL RETURNS %
(as of 3/31/2024)
|
|||||||
|---|---|---|---|---|---|---|---|---|
| YTD | 1YR | 3YR | 5YR | 10YR | SI 1 | |||
| Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index | 2.13 | 11.59 | 2.46 | 3.89 | --- | 4.72 | ||
|
CUMULATIVE %
(as of 3/31/2024)
|
AVERAGE ANNUAL TOTAL RETURNS %
(as of 3/31/2024)
|
|||||||
|---|---|---|---|---|---|---|---|---|
| YTD | 1YR | 3YR | 5YR | 10YR | SI1 | |||
| Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index | 2.13 | 11.59 | 2.46 | 3.89 | --- | 4.72 | ||
SI = Since Inception. Index Inception: 12/31/2013
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.
Characteristics
KEY FACTS
(as of 4/25/2024)
| Ticker | LRODMX Index |
| Inception Date | 12/31/2013 |
| Current Index Value | 1566.30 |
| Last Closing Level | 1577.11 |
| Change | -10.81 |
| Change % | -0.69% |
| 52-Week-High | 1604.03 |
| 52-Week-Low | 1374.41 |
| Number Of Holdings | 330 |
Holdings Characteristics
| Price/Earnings | 12.2x |
|---|---|
| Price/Book | 1.4x |
| EPS Growth Rate | 6.9% |
| Asset Weighted Market Cap (billions) | $33.3 |
| Price/Earnings | 12.6x |
| Return on Equity | 16.9% |
| Median Market Cap (billions) | $10.1 |
| Nominal Companies | 475 |
| Effective Companies | 298 |
| Nominal Countries | 22 |
| Effective Countries | 10 |
| Debt to Equity | 138.2% |
| Index Dividend Yield (%) | 4.02 |
Sector Exposure (%)
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.
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.
Top Ten Holdings (%)
Market Cap Distribution (%)
| Less than $2B | 0 | |
| $2B - $10B | 38 | |
| $10B - $100B | 54 | |
| Greater than $100B | 7 | |
TOP 10 COUNTRIES (%)
Represents 83% of total country allocation
Sources for all data: Bloomberg and Hartford Funds.
Investing involves risk, including the possible loss of principal.
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