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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 12/31/2019)
Price/Book 1.9x
Nominal Companies 55
Effective Companies 50
Return on Invested Capital 4.8%
Market Cap Distribution(%)
(as of 12/31/2019)
Less than $2B 26
$2B - $10B 48
$10B - $100B 26
Greater than $100B 0

Top Ten Holdings (%)

(as of 12/31/2019)
CBL & Associates Properties Inc. 2.50
RPT Realty 2.43
Weingarten Realty Investors 2.30
Brixmor Property Group Inc 2.29
Host Hotels & Resorts Inc 2.29
VICI Properties Inc 2.28
Washington Prime Group Inc 2.25
Highwoods Properties Inc. 2.24
Piedmont Office Realty Trust Inc 2.23
Summit Hotel Properties Inc 2.22
Total of Top Ten Holdings 23.03
Sub-Industry Allocation (%)
Sectors 9/30/2019 12/31/2019
Retail REIT 25 24
Specialty REIT 19 19
Residential REIT 13 13
Healthcare REIT 10 10
Hotel REIT 9 9
Industrial REIT 7 9
Diversified REIT 10 8
Office REIT 8 8


Performance (%)
% (as of 11/30/2019)
Average Annual Total Returns % (as of 11/30/2019)
Hartford Risk-Optimized Multifactor REIT Index 26.04 15.97 9.75 8.61 11.21
Performance (%)
% (as of 9/30/2019)
Average Annual Total Returns % (as of 9/30/2019)
Hartford Risk-Optimized Multifactor REIT Index 23.73 12.26 7.73 10.54 11.19

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 1/17/2020)
Ticker LROREX Index
Inception December 31, 2015
Current Index Value 1518.70
Last Closing Level 1515.07
Change 3.63
Change % 0.24%
52-Week-High 1547.02
52-Week-Low 1285.64
Number Of Holdings 55

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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