Performance analysis of ROSC (HARTFORD MULTIFACTOR SMALL CAP ETF)
Annual Return
Over the past 3 years, ROSC has had an average annual return of +15.88%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, ROSC has had an average annual return of +8.07%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, ROSC has had an average annual return of +10.48%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Mar 24, 2015, ROSC has had an average annual return of +9.17%, underperforming the benchmark SPY, which returned +14.01% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.71% | +10.20% | +7.28% | +18.87% | -10.58% | +31.34% | +5.25% | +17.09% | -12.37% | +24.48% | +15.02% | -6.23% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.38% | +2.57% | -3.65% | +8.12% | +0.93% | -0.75% | +11.71% | ||||||
| 2025 | +1.84% | -4.40% | -4.74% | -3.25% | +4.75% | +2.84% | +0.13% | +8.44% | +0.77% | -2.28% | +4.85% | +1.69% | +10.20% |
| 2024 | -3.35% | +1.87% | +2.33% | -5.57% | +4.49% | -2.65% | +12.71% | -2.38% | +0.28% | -2.10% | +10.67% | -7.27% | +7.28% |
| 2023 | +7.96% | -0.46% | -6.08% | -3.37% | -0.60% | +8.14% | +4.72% | -2.77% | -3.95% | -3.66% | +7.72% | +11.71% | +18.87% |
| 2022 | -6.80% | +1.35% | +0.47% | -6.72% | +2.75% | -7.81% | +10.37% | -4.64% | -8.93% | +12.97% | +4.93% | -6.14% | -10.58% |
| 2021 | +5.29% | +7.83% | +5.62% | +0.63% | +2.69% | +1.01% | -0.87% | +1.41% | -3.37% | +3.38% | +0.64% | +3.82% | +31.34% |
| 2020 | -5.09% | -10.48% | -21.04% | +13.91% | +5.23% | +2.53% | +2.30% | +4.98% | -3.84% | +0.40% | +14.65% | +7.40% | +5.25% |
| 2019 | +9.07% | +2.53% | -2.07% | +1.54% | -6.32% | +5.08% | -0.10% | -4.10% | +2.11% | +3.11% | +3.17% | +2.80% | +17.09% |
| 2018 | +4.34% | -4.22% | +0.70% | +0.21% | +1.42% | -1.26% | +0.81% | +0.70% | -1.20% | -7.82% | +1.12% | -7.19% | -12.37% |
| 2017 | +2.36% | +2.85% | +1.37% | +1.42% | -0.30% | +1.96% | +3.07% | +0.99% | +3.05% | +0.95% | +2.63% | +1.80% | +24.48% |
Drawdown analysis of ROSC (HARTFORD MULTIFACTOR SMALL CAP ETF)
The maximum drawdown for the ROSC was -43.12%, occurring on Mar 18, 2020. Recovery took 189 trading sessions.
The current ROSC drawdown is -1.76%.
Since Mar 24, 2015 ROSC has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.12% | Jan 26, 2018 | 538 | Mar 18, 2020 | 189 | Dec 15, 2020 | 727 |
| -23.74% | Nov 25, 2024 | 90 | Apr 8, 2025 | 165 | Dec 3, 2025 | 255 |
| -22.92% | Nov 16, 2021 | 215 | Sep 26, 2022 | 310 | Dec 19, 2023 | 525 |
| -19.97% | Apr 27, 2015 | 185 | Jan 20, 2016 | 140 | Aug 9, 2016 | 325 |
| -9.37% | Jul 31, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
| -7.75% | Feb 6, 2026 | 29 | Mar 20, 2026 | 19 | Apr 17, 2026 | 48 |
| -7.59% | Dec 27, 2023 | 77 | Apr 18, 2024 | 59 | Jul 15, 2024 | 136 |
| -7.20% | Jun 8, 2021 | 28 | Jul 19, 2021 | 74 | Nov 1, 2021 | 102 |
| -6.34% | Mar 15, 2021 | 7 | Mar 24, 2021 | 45 | May 27, 2021 | 52 |
| -4.78% | Sep 22, 2016 | 31 | Nov 4, 2016 | 21 | Dec 6, 2016 | 52 |
| -4.48% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -3.98% | Jan 25, 2021 | 4 | Jan 29, 2021 | 4 | Feb 4, 2021 | 8 |
| -3.50% | Feb 12, 2021 | 13 | Mar 4, 2021 | 2 | Mar 8, 2021 | 15 |
| -3.25% | Sep 6, 2016 | 6 | Sep 14, 2016 | 6 | Sep 22, 2016 | 12 |
| -3.16% | May 8, 2026 | 5 | May 15, 2026 | 6 | May 26, 2026 | 11 |
| -2.93% | Jan 21, 2026 | 5 | Jan 28, 2026 | 5 | Feb 4, 2026 | 10 |
| -2.53% | Jul 25, 2017 | 17 | Aug 17, 2017 | 10 | Aug 31, 2017 | 27 |
| -2.30% | Oct 13, 2017 | 23 | Nov 15, 2017 | 4 | Nov 21, 2017 | 27 |
| -2.26% | Dec 11, 2025 | 14 | Jan 2, 2026 | 2 | Jan 6, 2026 | 16 |
| -2.15% | Jul 16, 2024 | 3 | Jul 19, 2024 | 2 | Jul 23, 2024 | 5 |
| -1.81% | Nov 29, 2017 | 5 | Dec 6, 2017 | 8 | Dec 18, 2017 | 13 |
| -1.79% | Mar 24, 2015 | 2 | Mar 26, 2015 | 5 | Apr 2, 2015 | 7 |
| -1.76% | May 26, 2026 | 6 | Jun 3, 2026 | Ongoing | Ongoing | Ongoing |
| -1.75% | Feb 22, 2017 | 11 | Mar 9, 2017 | 4 | Mar 15, 2017 | 15 |
| -1.67% | Dec 28, 2020 | 1 | Dec 29, 2020 | 4 | Jan 5, 2021 | 5 |