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Hartford Multifactor Emerging Markets Equity Index

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Objective

  • 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.

  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 2/29/2020)

Sorry, your browser does not support inline SVG. CHINA 25
Sorry, your browser does not support inline SVG. TAIWAN 14
Sorry, your browser does not support inline SVG. SOUTH KOREA 13
Sorry, your browser does not support inline SVG. BRAZIL 7
Sorry, your browser does not support inline SVG. THAILAND 5
Sorry, your browser does not support inline SVG. INDONESIA 5
Sorry, your browser does not support inline SVG. MALAYSIA 4
Sorry, your browser does not support inline SVG. INDIA 4
Sorry, your browser does not support inline SVG. MEXICO 4
Sorry, your browser does not support inline SVG. TURKEY 4
Total of Top 10 Countries(%) 85
Sorry, your browser does not support inline SVG. Other (7 countries)
Holdings Characteristics
(as of 2/29/2020)
Fund
Price/Book 1.2x
Return on Equity 16.0%
Nominal Companies 333
Effective Companies 193
Nominal Countries 17
Effective Countries 8
Debt to Equity 97.0%
Index Dividend Yield (%) 4.35
Market Cap Distribution(%)
(as of 2/29/2020)
Index
Less than $2B 15
$2B - $10B 38
$10B - $100B 40
Greater than $100B 7

Top Ten Holdings (%)

(as of 2/29/2020)
Anhui Conch Cement Co Ltd 1.32
Samsung Electronics Co Ltd 1.31
Great Wall Motor Co 1.22
SK Hynix Inc 1.07
Ping An Insurance Group 1.01
Bank of China Ltd 0.98
Oil Co LUKOIL PJSC 0.96
Hon Hai Precision Industry Co Ltd 0.95
Telefonica Brasil SA 0.95
Sinopharm Group Co 0.94
Total of Top Ten Holdings 10.71
Sector Exposure (%)
Sectors 12/31/2019 2/29/2020
Financials 25 25
Information Technology 15 15
Communication Services 12 12
Consumer Discretionary 12 12
Materials 8 8
Industrials 7 7
Consumer Staples 6 6
Energy 6 5
Utilities 5 5
Health Care 4 4
Real Estate 1 1

Performance

Performance (%)
% (as of 2/29/2020)
Average Annual Total Returns % (as of 2/29/2020)
YTD 1YR 3YR 5YR SI1
Hartford Multifactor Emerging Markets Equity Index -13.04 --- --- --- -11.93
Performance (%)
% (as of 12/31/2019)
Average Annual Total Returns % (as of 12/31/2019)
YTD 1YR 3YR 5YR SI1
Hartford Multifactor Emerging Markets Equity Index --- --- --- --- 1.29

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

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. 

Key Facts

Key Facts  (as of 3/30/2020)
Ticker LROEMX Index
Inception June 28, 2019
Current Index Value 707.63
Last Closing Level 714.82
Change -7.19
Change % -1.02%
52-Week-High 1025.49
52-Week-Low 633.83
Number Of Holdings 333

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.

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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