• Products
  • Insights
  • Practice Management
  • Resources
  • About Us
Hartford Multifactor International Small Company Index   

TICKER
LROISOX Index
Actions
Hartford Multifactor International Small Company Index   
Ticker - LROISOX Index

Objective

Designed to provide efficient exposure to the developed (ex-US) and emerging small-cap equity market.

Description of Methodology

The Index methodology seeks to enhance return potential through multifactor security selection while applying a comprehensive risk framework to overall Index construction. 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 scores at the portfolio level.

download metholodogy document  Hartford Multifactor Index Methodology

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 11/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 11/30/2024)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Multifactor International Small Company Index 5.00 11.59 1.74 5.59 --- 5.59
 
CUMULATIVE %
(as of 9/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 9/30/2024)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor International Small Company Index 11.62 22.12 2.31 --- --- 7.13

SI = Since Inception. Index Inception: 11/30/2019

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 12/10/2024)
Ticker LROISOX Index
Inception Date 11/30/2019
Current Index Value 1320.76
Last Closing Level 1326.53
Change
Change %
52-Week-High 1397.19
52-Week-Low 1183.33
Number Of Holdings 298
Important Notes

The Index's Provider (Lattice Strategies LLC ("Lattice Strategies" or "Lattice"), a wholly owned subsidiary of Hartford Funds Management Company, LLC ("HFMC")), is responsible for the methodology and selection of each index component. The Index is calculated and distributed by Solactive AG. The Index is calculated as a price and total return index.

Sources for all data: Bloomberg and Hartford Funds.
Investing involves risk, including the possible loss of principal.
3217201 LAT002541