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Hartford Risk-Optimized Multifactor REIT Index

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Objective

  • 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

Characteristics Allocations, exposures and holdings are subject to change. Percentages may be rounded.

Holdings Characteristics
(as of 3/31/2019)
Funds
Price/Earnings 33.9x
Price/Book 2.5x
Nominal Companies 55
Effective Companies 52
Return on Invested Capital 5.4%
Market Cap Distribution(%)
(as of 3/31/2019)
Index MSCI US REIT Index
Less than $2B 24 24
$2B - $10B 57 57
$10B - $100B 18 18
Greater than $100B 0 0

Top Ten Holdings (%)

(as of 4/30/2019)
Gaming and Leisure Properties Inc 2.21
Sabra Health Care REIT Inc 2.21
CyrusOne Inc 2.21
Xenia Hotels & Resorts Inc 2.18
Corporate Office Properties Trust Inc 2.15
Americold Realty Trust 2.13
EastGroup Properties Inc. 2.13
EPR Properties 2.12
MGM Growth Properties LLC 2.12
Armada Hoffler Properties Inc 2.11
Total of Top Ten Holdings 21.57
Sub-Industry Allocation (%)
Sectors 12/31/2018 3/31/2019
Retail REIT 23 22
Specialty REIT 20 19
Residential REIT 14 13
Healthcare REIT 10 10
Hotel REIT 9 10
Diversified REIT 8 9
Office REIT 10 8
Industrial REIT 7 7

Performance

Performance (%)
% (as of 4/30/2019)
Average Annual Total Returns % (as of 4/30/2019)
YTD 1YR 3YR 5YR SI1
Hartford Risk-Optimized Multifactor REIT Index 14.60 15.57 8.64 8.89 10.12
Performance (%)
% (as of 3/31/2019)
Average Annual Total Returns % (as of 3/31/2019)
YTD 1YR 3YR 5YR SI1
Hartford Risk-Optimized Multifactor REIT Index 15.79 18.57 8.74 --- 10.74

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 5/17/2019)
Ticker LROREX Index
Inception December 31, 2015
Current Index Value 1408.16
Last Closing Level 1412.85
Change -4.69
Change % -0.33%
52-Week-High 1412.85
52-Week-Low 1158.80
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.

A WORD ABOUT RISK

Investing involves risk, including the possible loss of principal. 

Sources of all data: Bloomberg and Hartford Funds.

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