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.

ROAM MSCI ESG Analytics Insight

Hartford Multifactor Emerging Markets ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.84 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Hartford Multifactor Emerging Markets ETF ranks in the 25th percentile within its peer group and in the 23th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ROAM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ROAM 1.14% -2.73% 7.93% 26.43% 5.32% 4.56% --
ROAM (NAV) 3.14% -1.13% 9.44% 29.69% 5.82% 5.21% --
MSCI Emerging Markets Investable Market Index 3.88% -4.77% 1.41% 21.54% 9.22% 9.04% 6.26%
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%
$42.12M
$58.94K
0.68%

ROAM Portfolio Data

$42.21B
11.37
1.44
2.93%
N/A
325

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
Medium
Daily

ROAM Factset Analytics Block Liquidity

As of 09/23/21
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 3 out of 5.

ROAM Tradability

2,357
$58.94K
1,318
$32.54K
0.68%
$0.17
-0.18%
1.33% / -2.15%
None
20.00%
100,000
0.01
0.08%
0.34%
0
$24.88
3

ROAM Sector/Industry Breakdown


ROAM
Segment Benchmark
23.77%
32.87%
20.63%
19.97%
14.91%
8.81%
8.84%
9.32%
8.26%
2.44%
6.59%
5.28%
6.00%
6.36%
5.56%
5.68%
3.20%
2.25%
1.72%
4.61%

ROAM Top 10 Holdings[View All]

1.02%
1.01%
0.95%
0.94%
0.90%
9.53%

ROAM Countries


ROAM
Segment Benchmark
20.52%
26.03%
18.59%
15.53%
16.30%
13.86%
5.30%
5.56%
5.00%
1.88%
4.89%
11.72%
4.68%
1.79%
3.84%
1.19%
3.77%
1.48%
3.65%
2.65%

ROAM Regions


ROAM
Segment Benchmark
75.02%
77.46%
12.49%
8.12%
9.83%
4.60%
2.27%
9.04%
0.38%
0.78%

ROAM Economic Development


ROAM
Segment Benchmark
55.96%
56.92%
44.04%
43.08%

ROAM Performance Statistics

0.84
0.77
0.73
0.77
0.38%
MSCI Emerging Markets Investable Market Index

ROAM MSCI ESG Ratings

4.84 / 10
23.46
25.45
0.80%
3.81%
259.50

ROAM Benchmark Comparison Holdings

325
3160
276
27.38%

ROAM Benchmark Comparison Summary


ROAM
Segment Benchmark
325
3160
$42.21B
$128.86B
11.37
18.76
1.44
1.95
3.23%
1.97%
Low
Low

ROAM Benchmark Comparison Market Cap Size


ROAM
Segment Benchmark
50.37%
65.56%
28.26%
23.48%
17.04%
9.94%
4.33%
1.02%