Overview
Description of Methodology
The rules-based proprietary methodology employs a multi-layered risk-optimized approach that seeks to achieve its diversification, risk-reduction, and return objectives by selecting companies with favorable diversified risk premia expression, including valuation, momentum, quality, and volatility characteristics. The methodology seeks to further address active risks versus the capitalization-weighted universe by managing size, and liquidity risks. The Index seeks to harvest risk premia factors through systematic risk- and factor-weighting twice annually, with a 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 Small Cap Index | 4.65 | 25.92 | 5.37 | 10.59 | --- | 10.73 |
CUMULATIVE %
(as of 9/30/2024)
|
AVERAGE ANNUAL TOTAL RETURNS %
(as of 9/30/2024)
|
|||||||
---|---|---|---|---|---|---|---|---|
YTD | 1YR | 3YR | 5YR | 10YR | SI1 | |||
Hartford Multifactor Small Cap Index | 7.03 | 24.10 | 7.34 | 11.73 | --- | 11.39 |
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 | LROSCX Index |
Inception Date | 06/28/2019 |
Current Index Value | 1877.10 |
Last Closing Level | 1870.84 |
Change | 6.26 |
Change % | 0.33% |
52-Week-High | 1892.09 |
52-Week-Low | 1394.88 |
Number Of Holdings | 317 |
Price/Earnings | 13.1x |
---|---|
Price/Book | 1.8x |
EPS Growth Rate | 8.8% |
Asset Weighted Market Cap (billions) | $2.0 |
Price/Earnings | 13.5x |
Return on Equity | 16.9% |
Median Market Cap (billions) | $1.5 |
Nominal Companies | 318 |
Effective Companies | 200 |
Nominal Countries | 1 |
Effective Countries | 1 |
Debt to Equity | 83.0% |
Index Dividend Yield (%) | 2.16 |
Less than $2B | 56 | |
$2B - $10B | 44 | |
$10B - $100B | 0 | |
Greater than $100B | 0 |
223757 LAT002104