Overview
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.
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.
Characteristics
Ticker | LROLCX Index |
Inception Date | 06/28/2019 |
Current Index Value | 1891.32 |
Last Closing Level | 1882.69 |
Change | 8.63 |
Change % | 0.46% |
52-Week-High | 1891.32 |
52-Week-Low | 1420.05 |
Number Of Holdings | 348 |
% 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 |
Less than $2B | 0 | |
$2B - $10B | 14 | |
$10B - $100B | 52 | |
Greater than $100B | 33 |
223918 LAT002111