Summary
ROAM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 28.04% 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: 15/10/2026

Current price: $35.02

Expense ratio: 0.44%

Assets under management
$108.6M
1.39% 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

-2.35%

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

0.57%

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

5.93%

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

28.04%

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

50.78%

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

85.94%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.105%

Best day

3.401%

08/04/2026
Worst day

-4.739%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $34.54 $35.03 $34.54 $35.02 16,700
14/10/2026 $35.24 $35.24 $34.96 $35.10 12,600
13/10/2026 $35.60 $35.81 $35.60 $35.77 10,300
12/10/2026 $35.74 $35.76 $35.64 $35.69 56,300
09/10/2026 $35.77 $35.87 $35.70 $35.81 36,200
08/10/2026 $35.51 $35.51 $35.32 $35.45 56,200
07/10/2026 $35.70 $35.98 $35.70 $35.82 2,200
06/10/2026 $36.09 $36.32 $36.09 $36.18 14,800
05/10/2026 $35.84 $36.09 $35.84 $36.07 4,600
02/10/2026 $35.51 $35.63 $35.43 $35.63 43,500