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Hartford Multifactor Large Cap Index    Ticker - LROLCX Index


TICKER
LROLCX Index
Actions

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 8/31/2021)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 8/31/2021)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Multifactor Large Cap Index 20.44 31.51 --- --- --- 16.27
 
CUMULATIVE %
(as of 6/30/2021)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 6/30/2021)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor Large Cap Index 15.32 36.79 --- --- --- 15.24

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 9/20/2021)
Ticker LROLCX Index
Inception Date 06/28/2019
Current Index Value 1339.67
Last Closing Level 1356.38
Change -16.71
Change % -1.25%
52-Week-High 1397.97
52-Week-Low 1001.82
Number Of Holdings 351
Holdings Characteristics
Price/Book
4.4x
Price/Earnings
21.2x
Return on Equity
29.2%
Nominal Companies
352
Effective Companies
194
Debt to Equity
211.4%
Index Dividend Yield (%)
1.47
Sector Exposure (%)
Information Technology 25
Health Care 15
Consumer Discretionary 12
Communication Services 9
Industrials 9
Financials 8
Consumer Staples 8
Utilities 5
Real Estate 4
Materials 4
Energy 1
Information Technology 25
Health Care 16
Consumer Discretionary 12
Communication Services 9
Industrials 9
Financials 9
Consumer Staples 8
Utilities 5
Materials 4
Real Estate 4
Energy 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 (%)
Target Corp 1.36
Walmart Inc 1.23
Verizon Communications Inc 1.19
Nike Inc 1.15
Facebook Inc 1.11
Eli Lilly and Co 1.08
Berkshire Hathaway Inc 1.06
Apple Inc 1.04
QUALCOMM Inc. 1.01
Alphabet Inc 1.01
Total Portfolio % 11.24
Target Corp 1.28
Walmart Inc 1.24
Verizon Communications Inc 1.22
Facebook Inc 1.10
Nike Inc 1.08
Berkshire Hathaway Inc 1.07
Eli Lilly and Co 1.04
Apple Inc 0.99
QUALCOMM Inc. 0.98
Seagate Technology Holdings plc 0.93
Total Portfolio % 10.93
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 1
$2B - $10B 15
$10B - $100B 46
Greater than $100B 38

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

 

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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, ETF or closed-end interval fund prospectus or summary prospectus, which can be obtained from a financial professional and should be read carefully before investing.

Mutual funds and the closed-end interval fund are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA/SIPC. Exchange-traded products 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. Schroder Investment Management North America Ltd. serves as a secondary sub-adviser to certain funds. Hartford Funds refers to Hartford Funds Management Group, Inc. and its subsidiaries, including HFD, HFMC, and Lattice, 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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