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Hartford Multifactor Small Cap Index   

TICKER
LROSCX Index
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Hartford Multifactor Small Cap Index   
Ticker - LROSCX Index

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 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.

Indices are unmanaged and not available for direct investment.

Characteristics

KEY FACTS (as of 11/8/2024)
Ticker LROSCX Index
Inception Date 06/28/2019
Current Index Value 1877.10
Last Closing Level 1870.84
Change
Change %
52-Week-High 1892.09
52-Week-Low 1394.88
Number Of Holdings 317
Holdings Characteristics
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
Sector Exposure (%)
Financials 17
Health Care 17
Industrials 16
Consumer Discretionary 14
Information Technology 11
Real Estate 6
Consumer Staples 5
Materials 5
Energy 3
Communication Services 2
Utilities 1
Industrials 17
Financials 17
Health Care 17
Consumer Discretionary 15
Information Technology 11
Real Estate 6
Consumer Staples 5
Materials 5
Energy 3
Communication Services 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 (%)
Bel Fuse Inc. 1.14
Warrior Met Coal Inc 1.03
Cal Maine Foods Inc 1.02
Rush Enterprises Inc 0.99
Perdoceo Education Corp 0.98
Patterson Cos Inc 0.96
HNI Corp 0.95
Buckle Inc (The) 0.94
ePlus Inc 0.92
Corcept Therapeutics Inc 0.91
Total Portfolio % 9.84
Jackson Financial Inc 1.33
Bel Fuse Inc. 1.23
Encore Wire Corp 1.14
Cal Maine Foods Inc 1.11
Warrior Met Coal Inc 1.09
Amkor Technology Inc 1.06
Perdoceo Education Corp 1.02
Hyster Yale Inc 0.93
Matson Inc 0.90
Patterson Cos Inc 0.90
Total Portfolio % 10.71
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 56
$2B - $10B 44
$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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