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Hartford Multifactor Large Cap Index   

TICKER
LROLCX Index
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Hartford Multifactor Large Cap Index   
Ticker - LROLCX Index

Overview

  • Enhance return potential through multifactor stock selection while applying a comprehensive risk framework to overall index construction.
  • Seek reduced volatility and drawdown risk and improve risk-adjusted returns (relative to capitalization weighted U.S. equity indexes) over a complete market cycle.

Description of Methodology

The index methodology seeks to enhance return potential through multifactor stock 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 and size constraints, and positive value, momentum, and quality relative factor scores at the portfolio level. The Index seeks to harvest risk premia factors through systematic risk-and factor-weighted twice annually, with reconstitution occurring in March and September.

download metholodogy document  Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 10/31/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 10/31/2024)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Multifactor Large Cap Index 17.72 32.03 8.78 11.74 --- 11.64
 
CUMULATIVE %
(as of 9/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 9/30/2024)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor Large Cap Index 19.29 31.11 11.24 12.25 --- 12.12

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 11/8/2024)
Ticker LROLCX Index
Inception Date 06/28/2019
Current Index Value 1891.32
Last Closing Level 1882.69
Change
Change %
52-Week-High 1891.32
52-Week-Low 1420.05
Number Of Holdings 348
Holdings Characteristics
% in Equities
100
Price/Book
3.9x
EPS Growth Rate
10.9%
Asset Weighted Market Cap (billions)
$266.4
Price/Earnings
19.5x
Return on Equity
37.7%
Median Market Cap (billions)
$29.6
Nominal Companies
348
Effective Companies
201
Debt to Equity
225.2%
Index Dividend Yield (%)
1.73
Sector Exposure (%)
Information Technology 28
Health Care 13
Industrials 12
Financials 11
Consumer Discretionary 9
Consumer Staples 8
Communication Services 7
Utilities 4
Materials 4
Energy 3
Real Estate 2
Information Technology 28
Health Care 14
Financials 12
Industrials 11
Consumer Discretionary 9
Consumer Staples 8
Communication Services 7
Energy 4
Materials 4
Utilities 4
Real Estate 1
Important Notes

Hartford Multifactor Large Cap 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 (%)
Apple Inc 1.26
Alphabet Inc 1.23
Johnson & Johnson 1.19
Microsoft Corp 1.16
NetApp Inc 1.08
HP Inc 1.08
Walmart Inc 1.06
UnitedHealth Group Incorporated 1.03
AbbVie Inc 1.01
Merck & Co Inc 1.00
Total Portfolio % 11.10
Microsoft Corp 1.39
Alphabet Inc 1.34
Broadcom Inc 1.31
Apple Inc 1.25
Merck & Co Inc 1.19
Eli Lilly and Co 1.18
UnitedHealth Group Incorporated 1.17
Walmart Inc 1.14
AbbVie Inc 1.14
JPMorgan Chase & Co 1.13
Total Portfolio % 12.24
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 0
$2B - $10B 14
$10B - $100B 52
Greater than $100B 33

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

 

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