ROAM Hartford Multifactor Emerging Markets ETF

*Unless otherwise stated, data provided by FactSet.

ROAM Fund Description

ROAM tracks a multifactor and quant-driven index of emerging market stocks aimed at reducing concentration risk prevalent in cap-weighted indexes.

ROAM Factset Analytics Insight

ROAM aims to access an alternative basket of EM stocks while maintaining the risk profile of cap-weighted exposure. The fund tracks quant-driven index with multi-factor selection. The index sets risk parameters by implementing company-, size-, sector-, and country-level constraints to achieve diversification. It aims to reduce volatility by 15% compared to a cap-weighted universe. A selection of 200 stocks exhibiting positive value, momentum, and quality traits are selected. The Index reconstitutes and rebalances in March and September. On October 24 2016, the fund name and index name changed to reflect Hartford’s acquisition of Lattice (the former issuer and index provider). There were no changes to the investment objectives or index methodology resulting from the change.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ROAM -8.54% -9.66% -22.66% -22.44% -2.37% -2.42% --
ROAM (NAV) -8.59% -9.58% -22.15% -21.87% -2.27% -2.11% --
MSCI Emerging Markets Investable Market Index -11.04% -11.51% -25.56% -27.10% -0.67% -1.03% 1.49%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ROAM Summary Data

The Hartford
Hartford
02/26/15
Open-Ended Fund
0.44%
$25.89M
$245.71K
0.36%

ROAM Portfolio Data

$38.87B
7.53
1.14
5.50%
N/A
318

ROAM Index Data

Hartford Multifactor Emerging Markets Equity Index
Multi-Factor
Multi-Factor
MSCI Emerging Markets Investable Market Index

ROAM Portfolio Management

0.44%
--
--
--

ROAM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ROAM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

ROAM Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ROAM. ROAM is rated a 4 out of 5.

ROAM Tradability

30,268
$245.71K
1,718
$32.64K
0.36%
$0.07
-0.38%
3.45% / -2.34%
None
14.52%
100,000
0.02
0.08%
0.18%
0
$18.54
4

ROAM Sector/Industry Breakdown


ROAM
Segment Benchmark
21.09%
--
13.78%
--
9.63%
--
7.35%
--
6.59%
--
5.61%
--
5.42%
--
5.31%
--
3.90%
--
3.83%
--

ROAM Top 10 Holdings[View All]

0.98%
0.98%
0.97%
0.94%
0.92%
0.91%
0.91%
0.87%
9.50%

ROAM Countries


ROAM
Segment Benchmark
23.39%
23.93%
15.80%
15.55%
15.08%
15.10%
11.37%
12.34%
5.87%
5.30%
4.51%
2.11%
3.78%
2.00%
3.64%
2.12%
3.52%
1.69%
2.68%
3.61%

ROAM Regions


ROAM
Segment Benchmark
79.19%
78.41%
11.57%
8.18%
4.90%
11.68%
2.99%
1.26%
1.35%
0.47%

ROAM Economic Development


ROAM
Segment Benchmark
63.52%
63.21%
36.48%
36.79%

ROAM Performance Statistics

0.92
0.74
0.69
0.79
0.39%
MSCI Emerging Markets Investable Market Index

ROAM Benchmark Comparison Holdings

318
3204
289
28.05%

ROAM Benchmark Comparison Summary


ROAM
Segment Benchmark
318
3204
$38.87B
$92.14B
7.53
12.10
1.14
1.59
4.26%
2.48%
Low
Low

ROAM Benchmark Comparison Market Cap Size


ROAM
Segment Benchmark
52.48%
61.41%
40.03%
25.82%
6.20%
10.59%
0.00%
1.59%