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Hartford Multifactor Small Cap Index    Ticker - LROSCX Index


TICKER
LROSCX Index
Actions

Overview

  • Provide diversified exposure to small cap companies in the US
  • Seek to improve return potential while addressing risks common to small cap investing, including volatility and drawdown risks
  • Select small cap companies with favorable risk premia, including value, quality and momentum factors

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.

download metholodogy document  Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 4/30/2022)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 4/30/2022)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Multifactor Small Cap Index -11.32 -3.27 --- --- --- 11.62
 
CUMULATIVE %
(as of 3/31/2022)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 3/31/2022)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor Small Cap Index -5.15 4.29 --- --- --- 14.75

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 5/26/2022)
Ticker LROSCX Index
Inception Date 06/28/2019
Current Index Value 1390.34
Last Closing Level 1365.05
Change 25.29
Change % 1.82%
52-Week-High 1597.99
52-Week-Low 1320.05
Number Of Holdings 319
Holdings Characteristics
Price/Book
1.6x
Price/Earnings
8.5x
Return on Equity
25.8%
Nominal Companies
319
Effective Companies
196
Nominal Countries
1
Effective Countries
1
Debt to Equity
86.7%
Index Dividend Yield (%)
1.82
Sector Exposure (%)
Health Care 17
Industrials 16
Financials 16
Consumer Discretionary 14
Information Technology 11
Consumer Staples 7
Real Estate 6
Communication Services 5
Materials 4
Energy 3
Utilities 1
Health Care 18
Financials 17
Industrials 16
Consumer Discretionary 14
Information Technology 11
Consumer Staples 7
Real Estate 6
Communication Services 5
Materials 4
Energy 3
Utilities 1
Important Notes

Hartford Multifactor Small 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 (%)
Ingles Markets Inc 1.18
Meridian Bioscience Inc 1.08
American National Group Inc 1.05
Boise Cascade Co 1.04
Weis Markets Inc. 1.04
Catalyst Pharmaceutical Inc 1.03
Encore Wire Corp 0.98
Telephone and Data Systems Inc 0.96
Owens & Minor Inc. 0.87
Cross Country Healthcare Inc 0.84
Total Portfolio % 10.07
Ingles Markets Inc 1.06
Catalyst Pharmaceutical Inc 1.04
Meridian Bioscience Inc 1.03
Owens & Minor Inc. 1.01
American National Group Inc 0.98
Telephone and Data Systems Inc 0.92
Encore Wire Corp 0.92
Cross Country Healthcare Inc 0.91
Boise Cascade Co 0.90
Weis Markets Inc. 0.87
Total Portfolio % 9.64
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 61
$2B - $10B 39
$10B - $100B 0
Greater than $100B 0

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

 

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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, or ETF summary prospectus and/or prospectus, which can be obtained from a financial professional and should be read carefully before investing.

Mutual funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA|SIPC. ETFs 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 (SIMNA). Schroder Investment Management North America Ltd. (SIMNA Ltd) serves as a secondary sub-adviser to certain funds. HFMC, Lattice, Wellington Management, SIMNA, and SIMNA Ltd. are all SEC registered investment advisers. Hartford Funds refers to HFD, Lattice, and HFMC, 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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