NYSEArca - Delayed Quote USD

Invesco FTSE RAFI US 1000 ETF (PRF)

40.50 +0.15 (+0.37%)
At close: 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. Strictly in accordance with their guidelines and mandated procedures, the index provider compile and maintain the underlying index, which is composed of approximately 1,000 common stocks and is designed to track the performance of the largest 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 16.18%
5y Average Return 13.68%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.89
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
PRFCategory AveragePRFCategory AveragePRFCategory Average
Alpha 0.35 -0.46 -0.95 -2.6 -1.88 -2.82
BETA 0.89 0.83 0.98 0.93 0.99 0.94
Mean Annual Return 0.85 0.74 1.27 1.08 0.95 0.82
R-squared 86.43 77.44 87.64 81.09 89.68 82.94
Standard Deviation 16.99 16.81 18.8 18.68 15.88 15.73
Sharpe Ratio 0.38 0.32 0.68 0.56 0.61 0.52
Treynor Ratio 6.03 5 12.15 10 9.03 7.83

Related Tickers