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Hartford Multifactor Emerging Markets Equity Index    Ticker - LROEMX Index


TICKER
LROEMX Index
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Overview

  • De-concentrate country, currency, and individual company risks in emerging markets
  • Select companies with favorable valuation, momentum, and quality characteristics
  • Seek reduced volatility and drawdown risk and improved risk-adjusted returns (relative to capitalization weighted U.S. equity indexes) over a complete market cycle

Description of Methodology

Hartford Multifactor Emerging Markets Equity Index seeks to enhance risk-adjusted return potential available from investment in emerging market companies. The rules-based, proprietary methodology utilizes an optimization process to help achieve the desired composition and targeted characteristics, including reduced volatility, relative sector, country and size constraints and positive value, momentum and quality relative factor score at the portfolio level. 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 metholodogy document  Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 4/30/2022)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 4/30/2022)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Multifactor Emerging Markets Equity Index -7.69 -5.60 --- --- --- 2.08
 
CUMULATIVE %
(as of 3/31/2022)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 3/31/2022)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor Emerging Markets Equity Index -2.77 2.47 --- --- --- 4.08

SI = Since Inception. Index Inception: 06/28/2019

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 5/26/2022)
Ticker LROEMX Index
Inception Date 06/28/2019
Current Index Value 1029.16
Last Closing Level 1026.01
Change 3.15
Change % 0.31%
52-Week-High 1189.39
52-Week-Low 997.30
Number Of Holdings 317
Holdings Characteristics
Price/Book
1.2x
Price/Earnings
8.3x
Return on Equity
20.2%
Nominal Companies
317
Effective Companies
197
Nominal Countries
14
Effective Countries
8
Debt to Equity
98.1%
Index Dividend Yield (%)
4.62
Sector Exposure (%)
Information Technology 21
Financials 18
Consumer Discretionary 12
Communication Services 12
Energy 8
Consumer Staples 7
Materials 6
Health Care 5
Utilities 4
Industrials 4
Real Estate 2
Information Technology 22
Financials 19
Consumer Discretionary 12
Communication Services 12
Energy 8
Consumer Staples 7
Materials 6
Health Care 5
Utilities 4
Industrials 3
Real Estate 2
Important Notes

Hartford Multifactor Emerging Markets Equity 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 (%)
America Movil SA De CV, Mexico 1.11
China Shenhua Energy Co Ltd 1.08
Industrial and Commercial Bank of China Limited 1.06
China Construction Bank Corp 1.00
Telefonica Brasil SA 0.97
Bank of China Ltd 0.96
Vale SA 0.94
Samsung Electronics Co Ltd 0.93
Asustek Computer Inc 0.92
Advanced Info Service Public Co Ltd 0.91
Total Portfolio % 9.88
America Movil SA De CV, Mexico 1.15
Vale SA 1.05
China Shenhua Energy Co Ltd 1.02
Industrial & Commercial Bank of China Ltd 1.02
China Construction Bank Corp 1.00
Infosys Ltd 1.00
Advanced Info Service Public Co Ltd 0.96
Telefonica Brasil SA 0.96
Asustek Computer Inc 0.94
Samsung Electronics Co Ltd 0.94
Total Portfolio % 10.04
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 1
$2B - $10B 38
$10B - $100B 50
Greater than $100B 10
TOP 10 COUNTRIES (%)
Represents 91% of total country allocation

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, or ETF summary prospectus and/or prospectus, which can be obtained from a financial professional and should be read carefully before investing.

Mutual funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA|SIPC. ETFs 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 (SIMNA). Schroder Investment Management North America Ltd. (SIMNA Ltd) serves as a secondary sub-adviser to certain funds. HFMC, Lattice, Wellington Management, SIMNA, and SIMNA Ltd. are all SEC registered investment advisers. Hartford Funds refers to HFD, Lattice, and HFMC, 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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