Summary
ROAM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 30.02% Volatility 16.25% Sharpe 2.01
Official loaded data — not a live quote.

HARTFORD MULTIFACTOR EMERGING MARKETS ETF

Symbol: ROAM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 25/02/2015

Latest date: 20/07/2026

Current price: $33.71

Expense ratio: 0.44%

Assets under management
$110.5M
-0.79% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-9.58%

Ann. -46.83% (Sharpe / Sortino numerator)

Volatility

25.16%

Sharpe ratio

-2.006

VaR 95%

-2.60%

CVaR 95%: -3.35%
Max drawdown: -4.81%
Sortino ratio: -2.956
Calmar ratio: -9.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.20%

Ann. 23.20% (Sharpe / Sortino numerator)

Volatility

18.77%

Sharpe ratio

1.043

VaR 95%

-1.93%

CVaR 95%: -2.65%
Max drawdown: -9.92%
Sortino ratio: 1.291
Calmar ratio: 2.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.63%

Ann. 27.86% (Sharpe / Sortino numerator)

Volatility

15.63%

Sharpe ratio

1.551

VaR 95%

-1.68%

CVaR 95%: -2.38%
Max drawdown: -9.92%
Sortino ratio: 1.925
Calmar ratio: 2.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.02%

Ann. 36.31% (Sharpe / Sortino numerator)

Volatility

16.25%

Sharpe ratio

2.011

VaR 95%

-1.60%

CVaR 95%: -2.49%
Max drawdown: -9.92%
Sortino ratio: 2.433
Calmar ratio: 3.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.34%

Ann. 19.96% (Sharpe / Sortino numerator)

Volatility

14.74%

Sharpe ratio

1.108

VaR 95%

-1.47%

CVaR 95%: -2.14%
Max drawdown: -16.79%
Sortino ratio: 1.450
Calmar ratio: 1.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

75.11%

Ann. 20.19% (Sharpe / Sortino numerator)

Volatility

14.13%

Sharpe ratio

1.172

VaR 95%

-1.41%

CVaR 95%: -2.00%
Max drawdown: -16.79%
Sortino ratio: 1.609
Calmar ratio: 1.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.111%

Best day

3.401%

08/04/2026
Worst day

-4.739%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.98 $34.11 $33.71 $33.71 7,700
17/07/2026 $33.99 $34.24 $33.65 $34.06 23,400
16/07/2026 $36.83 $36.83 $34.34 $34.49 9,000
15/07/2026 $34.72 $34.85 $34.43 $34.82 3,900
14/07/2026 $34.66 $34.84 $34.65 $34.74 11,400
13/07/2026 $34.74 $34.74 $34.49 $34.49 9,200
10/07/2026 $35.27 $35.39 $35.21 $35.33 20,100
09/07/2026 $35.05 $35.26 $35.04 $35.20 9,200
08/07/2026 $34.80 $34.99 $34.57 $34.91 10,300
07/07/2026 $35.30 $35.30 $34.88 $35.00 11,200