Summary
ROSC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 36.37% Volatility 19.30% Sharpe 0.94
Official loaded data — not a live quote.

HARTFORD MULTIFACTOR SMALL CAP ETF

Symbol: ROSC

Exchange: NYSE

Sector: Healthcare

Category: Small Value

Inception date: 23/03/2015

Latest date: 16/07/2026

Current price: $56.31

Expense ratio: 0.34%

Assets under management
$61.5M
0.00% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

4.64%

Ann. -32.78% (Sharpe / Sortino numerator)

Volatility

17.98%

Sharpe ratio

-2.025

VaR 95%

-1.76%

CVaR 95%: -1.78%
Max drawdown: -6.68%
Sortino ratio: -3.231
Calmar ratio: -4.91

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

11.35%

Ann. 17.46% (Sharpe / Sortino numerator)

Volatility

16.69%

Sharpe ratio

0.829

VaR 95%

-1.77%

CVaR 95%: -1.89%
Max drawdown: -8.09%
Sortino ratio: 1.245
Calmar ratio: 2.16

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

14.53%

Ann. 18.44% (Sharpe / Sortino numerator)

Volatility

15.91%

Sharpe ratio

0.931

VaR 95%

-1.56%

CVaR 95%: -1.96%
Max drawdown: -8.09%
Sortino ratio: 1.443
Calmar ratio: 2.28

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

36.37%

Ann. 21.80% (Sharpe / Sortino numerator)

Volatility

19.30%

Sharpe ratio

0.941

VaR 95%

-1.78%

CVaR 95%: -2.58%
Max drawdown: -8.09%
Sortino ratio: 1.362
Calmar ratio: 2.70

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

35.18%

Ann. 12.08% (Sharpe / Sortino numerator)

Volatility

19.09%

Sharpe ratio

0.443

VaR 95%

-1.74%

CVaR 95%: -2.51%
Max drawdown: -23.74%
Sortino ratio: 0.683
Calmar ratio: 0.51

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

58.71%

Ann. 13.17% (Sharpe / Sortino numerator)

Volatility

18.42%

Sharpe ratio

0.518

VaR 95%

-1.63%

CVaR 95%: -2.39%
Max drawdown: -23.74%
Sortino ratio: 0.826
Calmar ratio: 0.55

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.128%

Best day

3.522%

22/08/2025
Worst day

-2.622%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $56.31 $56.31 $56.31 $56.31 200
15/07/2026 $55.48 $55.67 $55.48 $55.62 1,900
14/07/2026 $55.71 $55.71 $55.42 $55.42 2,700
13/07/2026 $55.90 $55.90 $55.63 $55.63 1,100
10/07/2026 $55.73 $55.73 $55.73 $55.73 100
09/07/2026 $55.46 $55.57 $55.46 $55.57 1,400
08/07/2026 $55.52 $55.52 $55.10 $55.15 1,000
07/07/2026 $55.89 $55.92 $55.70 $55.70 900
06/07/2026 $55.92 $56.16 $55.89 $55.97 11,100
02/07/2026 $55.99 $56.01 $55.53 $55.79 8,000