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Overview
- De-concentrate country, currency, and individual company risks in emerging markets
- Select companies with favorable valuation, momentum, and quality characteristics
- Seek reduced volatility and drawdown risk and improved risk-adjusted returns (relative to capitalization weighted U.S. equity indexes) over a complete market cycle
Description of Methodology
Hartford Multifactor Emerging Markets Equity Index seeks to enhance risk-adjusted return potential available from investment in emerging market companies. The rules-based, proprietary methodology utilizes an optimization process to help achieve the desired composition and targeted characteristics, including reduced volatility, relative sector, country and size constraints and positive value, momentum and quality relative factor score at the portfolio level. 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
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 Emerging Markets Equity Index | 10.16 | 26.39 | 5.34 | 6.54 | --- | 5.50 | ||
|
CUMULATIVE %
(as of 9/30/2024)
|
AVERAGE ANNUAL TOTAL RETURNS %
(as of 9/30/2024)
|
|||||||
|---|---|---|---|---|---|---|---|---|
| YTD | 1YR | 3YR | 5YR | 10YR | SI1 | |||
| Hartford Multifactor Emerging Markets Equity Index | 15.84 | 28.18 | 7.29 | 8.23 | --- | 6.61 | ||
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 11/20/2024)
| Ticker | LROEMX Index |
| Inception Date | 06/28/2019 |
| Current Index Value | 1309.24 |
| Last Closing Level | 1308.24 |
| Change | 1.00 |
| Change % | 0.08% |
| 52-Week-High | 1409.62 |
| 52-Week-Low | 1129.68 |
| Number Of Holdings | 308 |
Holdings Characteristics
| % in Foreign Equities | 100 |
|---|---|
| % in Equities | 100 |
| Price/Earnings | 9.9x |
| Price/Book | 1.3x |
| EPS Growth Rate | 10.6% |
| Asset Weighted Market Cap (billions) | $51.7 |
| Price/Earnings | 10.0x |
| Return on Equity | 16.3% |
| Median Market Cap (billions) | $11.1 |
| Nominal Companies | 308 |
| Effective Companies | 198 |
| Nominal Countries | 16 |
| Effective Countries | 8 |
| Debt to Equity | 75.0% |
| Index Dividend Yield (%) | 4.32 |
Sector Exposure (%)
Important Notes
Hartford Multifactor Emerging Markets Equity 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.
Hartford Multifactor Emerging Markets Equity 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 (%)
Market Cap Distribution (%)
| Less than $2B | 1 | |
| $2B - $10B | 37 | |
| $10B - $100B | 52 | |
| Greater than $100B | 10 | |
TOP 10 COUNTRIES (%)
Represents 90% of total country allocation
Investing involves risk, including the possible loss of principal.
Sources for all data: Bloomberg and Hartford Funds.
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