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Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ)

43.94 +0.67 (+1.55%)
At close: November 21 at 4:00 PM EST

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise the underlying index. The underlying index is composed of approximately 1,500 common stocks and is designed to track the performance of small- and medium-sized U.S. companies based on the following four fundamental measures of firm size: book value, cash flow, sales and dividends.

Risk Overview

Performance & Risk

YTD Return 16.53%
5y Average Return 11.85%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.09
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
PRFZCategory AveragePRFZCategory AveragePRFZCategory Average
Alpha -4.58 -5.92 -4.65 -5.61 -4.44 -5.07
BETA 1.09 1.03 1.16 1.11 1.14 1.1
Mean Annual Return 0.51 0.37 1.12 0.98 0.89 0.8
R-squared 71.86 70.54 74.66 73.99 73.65 72.64
Standard Deviation 22.05 21.02 24.25 23.24 20.28 19.76
Sharpe Ratio 0.1 0.02 0.45 0.4 0.44 0.4
Treynor Ratio -0.1 -1.6 7.28 6.24 6.26 5.54

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