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Hartford Risk-Optimized Multifactor REIT Index



  • Seeks to diversify across property types and invests deeper into the US REIT universe, where there may be more opportunity for growth
  • Focuses on reducing single-company risk and freeing capital for allocation toward companies with potentially more favorable investment attributes
  • Seeks improved returns and similar risk (relative to traditional capitalization-weighted REIT strategies) over a complete market cycle

Description of Methodology

The rules-based, proprietary methodology employs a multi-layered risk-controlled approach that seeks to de-concentrate individual security risks while selecting companies exhibiting favorable risk premia factors including quality, momentum, and value. The Strategy 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.
Holdings Characteristics
(as of 6/30/2020)
Price/Book 1.4x
Nominal Companies 53
Effective Companies 49
Return on Invested Capital 4.3%
Market Cap Distribution(%)
(as of 6/30/2020)
Less than $2B 35
$2B - $10B 43
$10B - $100B 22
Greater than $100B 0

Top Ten Holdings (%)

(as of 6/30/2020)
Equinix Inc 2.87
CoreSite Realty Corp 2.82
QTS Realty Trust Inc 2.77
Digital Realty Trust Inc 2.76
Getty Realty Corp. 2.60
Investors Real Estate Trust 2.45
Lexington Realty Trust 2.43
Gladstone Commercial Corp 2.42
Industrial Logistics Properties Trust 2.41
First Industrial Realty Trust Inc. 2.39
Total of Top Ten Holdings 25.92
Sub-Industry Allocation (%)
Sectors 3/31/2020 6/30/2020
Specialty REIT 23 22
Retail REIT 17 19
Residential REIT 15 15
Healthcare REIT 9 10
Industrial REIT 9 10
Office REIT 11 10
Diversified REIT 8 7
Hotel REIT 8 7


Performance (%)
% (as of 5/31/2020)
Average Annual Total Returns % (as of 5/31/2020)
Hartford Risk-Optimized Multifactor REIT Index -25.97 -19.54 -3.32 --- 2.30
Performance (%)
% (as of 3/31/2020)
Average Annual Total Returns % (as of 3/31/2020)
Hartford Risk-Optimized Multifactor REIT Index -32.57 -27.70 -6.25 --- 0.16

SI = Since Inception.
Index Inception:12/31/2015

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 8/5/2020)
Ticker LROREX Index
Inception December 31, 2015
Current Index Value 1160.23
Last Closing Level 1160.35
Change -0.12
Change % -0.01%
52-Week-High 1547.02
52-Week-Low 835.68
Number Of Holdings 53

Important Notes

Hartford Risk-Optimized Multifactor REIT 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.


Investing involves risk, including the possible loss of principal. 

Sources of all data: Bloomberg and Hartford Funds.

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