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

37.35 +0.22 (+0.59%)
At close: April 26 at 4:00 PM EDT

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 -0.14%
5y Average Return 8.57%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
PRFZCategory AveragePRFZCategory AveragePRFZCategory Average
Alpha -5.62 -7.01 -5.16 -5.68 -5.04 -5.46
BETA 1.03 0.99 1.18 1.12 1.16 1.12
Mean Annual Return 0.6 0.44 1.08 0.97 0.85 0.78
R-squared 74.13 74.07 78.35 77.53 75.06 74.12
Standard Deviation 21.1 20.18 24.38 23.29 20.22 19.74
Sharpe Ratio 0.2 0.12 0.44 0.41 0.43 0.4
Treynor Ratio 2.08 0.48 7.08 6.45 6.05 5.53

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