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Invesco FTSE RAFI US 1500 Small-Mid ETF

PRFZ
ETF · Currency in USD
ISIN
US73935X5674
CUSIP
73935X567
Issuer
Invesco
Inception Date
Sep 20, 2006
Region
North America (U.S.)
Category
Small Cap Blend Equities
Expense Ratio
0.39%
Index Tracked
FTSE RAFI US 1500 Small-Mid Index
ETF Home Page
www.invesco.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

PRFZPrice Chart


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S&P 500

PRFZPerformance

The chart shows the growth of $10,000 invested in Invesco FTSE RAFI US 1500 Small-Mid ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $40,113 for a total return of roughly 301.13%. All prices are adjusted for splits and dividends.


PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF)
Benchmark (S&P 500)

PRFZReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.52%
6M10.45%
YTD19.74%
1Y56.35%
5Y13.39%
10Y11.60%

PRFZMonthly Returns Heatmap


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PRFZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco FTSE RAFI US 1500 Small-Mid ETF Sharpe ratio is 2.55. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF)
Benchmark (S&P 500)

PRFZDividends

Invesco FTSE RAFI US 1500 Small-Mid ETF granted a 0.80% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $1.44 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.44$1.38$1.76$1.56$1.26$1.51$1.31$1.15$0.91$1.19$0.59$0.45

Dividend yield

0.80%0.91%1.29%1.37%0.97%1.31%1.39%1.14%0.93%1.72%0.98%0.70%

PRFZDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF)
Benchmark (S&P 500)

PRFZWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco FTSE RAFI US 1500 Small-Mid ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco FTSE RAFI US 1500 Small-Mid ETF is 44.28%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.28%Sep 4, 2018390Mar 23, 2020172Nov 24, 2020562
-29.36%May 2, 2011108Oct 3, 2011240Sep 14, 2012348
-24.06%Jun 24, 2015161Feb 11, 2016142Sep 2, 2016303
-22.45%Apr 26, 201050Jul 6, 2010106Dec 3, 2010156
-12.73%Jul 7, 201470Oct 13, 201453Dec 29, 2014123
-10.32%Jan 20, 201014Feb 8, 201015Mar 2, 201029
-9.52%Sep 17, 201242Nov 15, 201224Dec 20, 201266
-9.43%Jun 9, 202128Jul 19, 2021
-9.27%Jan 24, 201812Feb 8, 201868May 17, 201880
-8.51%Mar 16, 20217Mar 24, 202145May 27, 202152

PRFZVolatility Chart

Current Invesco FTSE RAFI US 1500 Small-Mid ETF volatility is 28.26%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF)
Benchmark (S&P 500)

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