NYSEArca - Delayed Quote USD

Hartford Multifactor Small Cap ETF (ROSC)

40.80
-0.04
(-0.10%)
At close: May 30 at 3:08:25 PM EDT
40.80
-0.14
(-0.34%)
After hours: May 30 at 4:04:08 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 -6.01%
5y Average Return 13.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.07
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
ROSCCategory AverageROSCCategory AverageROSCCategory Average
Alpha -6.42 -8.2 -1.36 -1.05 -4.82 -5.96
BETA 1.07 1.12 0.97 1.02 1.02 1.13
Mean Annual Return 0.58 0.47 1.18 1.26 0.69 0.69
R-squared 63.76 66.01 62.66 60.16 71.68 67.26
Standard Deviation 21.87 22.52 19.76 21.18 18.51 21.23
Sharpe Ratio 0.11 0.05 0.57 0.58 0.34 0.3
Treynor Ratio 0.12 -1.17 10.42 10.78 4.64 3.76

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