Summary
ROUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 24.23% Volatility 16.06% Sharpe 0.92
Official loaded data — not a live quote.

HARTFORD MULTIFACTOR US EQUITY ETF

Symbol: ROUS

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 25/02/2015

Latest date: 20/07/2026

Current price: $65.82

Expense ratio: 0.19%

Assets under management
$668.7M
-0.90% 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

-1.39%

Ann. -28.49% (Sharpe / Sortino numerator)

Volatility

14.72%

Sharpe ratio

-2.182

VaR 95%

-1.25%

CVaR 95%: -1.50%
Max drawdown: -5.17%
Sortino ratio: -4.150
Calmar ratio: -5.51

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

4.89%

Ann. 12.19% (Sharpe / Sortino numerator)

Volatility

13.53%

Sharpe ratio

0.633

VaR 95%

-1.25%

CVaR 95%: -1.45%
Max drawdown: -6.28%
Sortino ratio: 1.034
Calmar ratio: 1.94

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

12.50%

Ann. 8.67% (Sharpe / Sortino numerator)

Volatility

12.62%

Sharpe ratio

0.399

VaR 95%

-1.34%

CVaR 95%: -1.59%
Max drawdown: -6.28%
Sortino ratio: 0.615
Calmar ratio: 1.38

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

24.23%

Ann. 18.36% (Sharpe / Sortino numerator)

Volatility

16.06%

Sharpe ratio

0.917

VaR 95%

-1.36%

CVaR 95%: -2.22%
Max drawdown: -7.37%
Sortino ratio: 1.181
Calmar ratio: 2.49

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

37.27%

Ann. 13.88% (Sharpe / Sortino numerator)

Volatility

14.07%

Sharpe ratio

0.729

VaR 95%

-1.33%

CVaR 95%: -1.92%
Max drawdown: -15.81%
Sortino ratio: 0.988
Calmar ratio: 0.88

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

63.91%

Ann. 16.41% (Sharpe / Sortino numerator)

Volatility

12.86%

Sharpe ratio

0.993

VaR 95%

-1.23%

CVaR 95%: -1.72%
Max drawdown: -15.81%
Sortino ratio: 1.386
Calmar ratio: 1.04

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

0.09%

Best day

2.739%

08/04/2026
Worst day

-2.079%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $66.42 $66.51 $65.77 $65.82 39,700
17/07/2026 $65.64 $66.42 $65.64 $66.07 34,800
16/07/2026 $66.09 $66.41 $66.05 $66.25 52,100
15/07/2026 $67.02 $67.02 $65.83 $66.18 63,400
14/07/2026 $67.19 $67.19 $66.69 $66.81 30,300
13/07/2026 $66.99 $67.16 $66.81 $66.93 32,100
10/07/2026 $67.22 $67.22 $66.90 $67.14 31,900
09/07/2026 $67.07 $67.32 $67.01 $67.18 82,700
08/07/2026 $66.46 $66.49 $66.04 $66.48 60,400
07/07/2026 $66.73 $66.89 $66.41 $66.65 183,400