Hartford Multifactor Developed Markets (ex-US) ETF (RODM)
Seasonality Analysis
Hartford Multifactor Developed Markets (ex-US) ETF Annual Seasonality Statistics
Hartford Multifactor Developed Markets (ex-US) ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 1.38% | Moderate | |
| February | -0.44% | Weak | |
| March | -0.37% | Weak | |
| April | 2.00% | Strong | |
| May | 1.34% | Moderate | |
| June WORST | -1.92% | Very Weak | |
| July | 1.69% | Strong | |
| August | 0.06% | Weak | |
| September | -1.27% | Weak | |
| October | -0.16% | Weak | |
| November BEST | 2.16% | Strong | |
| December | -0.39% | Weak |
Hartford Multifactor Developed Markets (ex-US) ETF 2026 vs Historical Pattern
Hartford Multifactor Developed Markets (ex-US) ETF Interactive Seasonality Chart
Hartford Multifactor Developed Markets (ex-US) ETF Pattern Scanner
Hartford Multifactor Developed Markets (ex-US) ETF Seasonal Historical Performance
About Hartford Multifactor Developed Markets (ex-US) ETF (RODM) Seasonality
Hartford Multifactor Developed Markets (ex-US) ETF (RODM) has been analyzed using 12 years of historical data to identify seasonal patterns. Classified under ETFs, Hartford Multifactor Developed Markets (ex-US) ETF shows distinct seasonal tendencies based on historical data.
The strongest month for Hartford Multifactor Developed Markets (ex-US) ETF is historically November, with an average return of 2.16% and a win rate of 73%. Conversely, June tends to be the weakest month, averaging -1.92% return.
Looking at the full calendar year, Hartford Multifactor Developed Markets (ex-US) ETF has an average annual return of 4.09% with an overall monthly win rate of 59.5%. Out of 12 months, 6 typically show positive average returns.
The seasonal pattern for Hartford Multifactor Developed Markets (ex-US) ETF has a consistency score of 47.9 (Poor), based on 12 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Hartford Multifactor Developed Markets (ex-US) ETF Seasonality FAQ
What is the best month to buy Hartford Multifactor Developed Markets (ex-US) ETF (RODM)?
Historically, November has been the best month for Hartford Multifactor Developed Markets (ex-US) ETF, with an average return of 2.16% and a win rate of 73%. However, past performance does not guarantee future results.
What is the worst month for Hartford Multifactor Developed Markets (ex-US) ETF (RODM)?
Based on historical data, June has been the weakest month for Hartford Multifactor Developed Markets (ex-US) ETF, with an average return of -1.92%. This is a historical observation and does not guarantee future results.
How reliable is RODM seasonality data?
The seasonality analysis for Hartford Multifactor Developed Markets (ex-US) ETF is based on 12 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Hartford Multifactor Developed Markets (ex-US) ETF seasonality in my trading?
Use Hartford Multifactor Developed Markets (ex-US) ETF (RODM) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.