Hartford Multifactor Small Cap ETF (ROSC US) – Portfolio Construction MethodologyThe underlying Hartford Multifactor Small Cap Index provides rules-based exposure to US small-cap equities by reweighting a defined small-cap universe toward value, momentum, and quality. It starts from up to 3,000 largest US companies by free-float market cap and defines its universe as the smallest 2,000 names, subject to investability screens on trading history, free float and liquidity. Companies receive composite factor sc ...

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