NYSEArca - Nasdaq Real Time Price USD

Hartford Multifactor Small Cap ETF (ROSC)

36.94
-0.27
(-0.73%)
At close: 3:18:51 PM EDT
36.74
-0.20
(-0.53%)
After hours: 4:05:12 PM EDT

ETF Summary

The fund generally invests at least 80% of its net assets (plus the amount of borrowings for investment purposes) in securities of the index and in depositary receipts representing securities of the index. The index is designed to address risks and opportunities within the United States small cap universe by selecting equity securities of companies exhibiting a favorable combination of factor characteristics, including valuation, momentum, and quality.

Risk Overview

Performance & Risk

YTD Return -14.28%
5y Average Return 17.16%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
ROSCCategory AverageROSCCategory AverageROSCCategory Average
Alpha -4.4 -5.62 -0.66 -0.18 -4.36 -5.79
BETA 1.03 1.07 0.98 1.02 1.02 1.13
Mean Annual Return 0.5 0.41 1.47 1.56 0.74 0.72
R-squared 64.18 66.16 65.46 62.7 71.58 67.2
Standard Deviation 22.14 22.68 20.47 21.8 18.48 21.17
Sharpe Ratio 0.06 0.02 0.72 0.73 0.37 0.32
Treynor Ratio -0.91 -1.82 14.26 14.77 5.32 4.12

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