PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
Ticker
MFUS
ISIN
-
Price
USD 51.22
Change Today
-0.44 / -0.859 %
Price 1 year ago
37.80 / 35.489 %
Morningstar
4
52 Week Low
38.47
52 Week High
52.04
200 Day Moving Average 47.23
47.23
50-day Moving Average
50.28
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.92 |
| Sortino Ratio | 0.88 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -33.68 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.41 |
| Volatility | 3.778% |
| Alpha | +8.69 |
| Beta | None |
| R Squared | +89.50 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 13.552% |
| Average Annual Volatility | 17.924% |
| Sharpe Ratio | 0.76 |
| Sortino Ratio | 0.73 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.39 |
Company information
Summary
The investment seeks to track the investment results of the RAFI Dynamic Multi-Factor U.S. Index. The fund seeks to achieve its investment objective by investing at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the RAFI Dynamic Multi-Factor U.S. Index. The underlying index is constructed by RAFI Indices, LLC (the "index provider") using a rules-based approach to construct factor portfolios within the underlying index. The underlying index consists of "factor portfolios," each of which emphasizes one of the following factors: value, low volatility, quality, momentum and size.
Market
US
Category
Large Value
Expense Ratio
0.29%
Fund family
PIMCO
Morningstar
4
Yield
0.019299999
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 15.04% |
| Consumer defensive | 14.80% |
| Financial services | 13.13% |
| Energy | 12.11% |
| Technology | 11.21% |
| Consumer cyclical | 11.11% |
| Industrials | 7.93% |
| Communication services | 5.39% |
| Realestate | 4.14% |
| Basic materials | 3.08% |
| Utilities | 0.96% |
| Country | Ratio |
|---|---|
| United States | 99.30 |
| United Kingdom | 0.38 |
| Switzerland | 0.12 |
| Canada | 0.10 |
| Singapore | 0.06 |
| India | 0.05 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XOM | Exxon Mobil Corp | 2.8% |
| CVX | Chevron Corp | 2.4% |
| F | Ford Motor Co | 1.94% |
| C | Citigroup Inc | 1.84% |
| WMT | Walmart Inc | 1.73% |
| IBM | International Business Machines Corp | 1.49% |
| GM | General Motors Co | 1.35% |
| PFE | Pfizer Inc | 1.18% |
| TGT | Target Corp | 1.12% |
| CVS | CVS Health Corp | 1.05% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE00B8BXGM71.IR | Old Mut FTSE RAFI All Wld Idx CHybrid | IE00B8BXGM71 | YHD | 4 | -1.36 | +1.07 | |
| ISDX | Invesco RAFI Strategic Developed ex-US ETF | NGM | 0.23% | 5 | +6.07 | -- | |
| ISEM | Invesco RAFI Strategic Emerging Markets ETF | IE00B23D957 | NGM | 0.35% | 4 | +2.51 | -- |
| IUS | Invesco RAFI Strategic US ETF | US46138J742 | NGM | 0.19% | 5 | +6.95 | -- |
| IUSS | Invesco RAFI Strategic US Small Company ETF | WC1JZV2JQ4Z | NGM | 0.23% | 5 | +12.60 | -- |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | PCX | 0.39% | 4 | +3.06 | ||
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | PCX | 0.29% | 4 | +8.69 | ||
| PEF.PA | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X81 | PAR | 0.39% | 4 | -1.26 | |
| PEF.SW | Invesco FTSE RAFI EUROPE | IE00B23D8X81 | EBS | 0.39% | 4 | ||
| PEH.PA | Invesco FTSE RAFI Emerging Markets UCITS ETF | IE00B23D9570 | PAR | 0.49% | 4 | +0.12 | |
| PEHH.SW | Invesco FTSE RAFI Emerging | IE00B23D9570 | EBS | 0.49% | 4 | ||
| PFT.PA | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S39 | PAR | 0.39% | 4 | -0.73 | |
| PFT.SW | Invesco FTSE RAFI US 1000 | IE00B23D8S39 | EBS | 0.39% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PRUS.L | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S3 | LSE | 0.39% | 4 | -0.73 | |
| PSRE.L | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X8 | LSE | 0.39% | 4 | -1.26 | |
| PSRF.L | Invesco FTSE RAFI US 1000 UCITS ETF | IE00B23D8S3 | LSE | 0.39% | 4 | ||
| PSRM.L | Invesco FTSE RAFI Emerging Markets UCITS ETF | IE00B23D957 | LSE | 0.49% | 4 | ||
| PSRW.L | Invesco FTSE RAFI All World 3000 UCITS ETF | IE00B23LNQ0 | LSE | 0.39% | 4 | +0.67 | |
| PSRW.PA | Invesco FTSE RAFI All World 3000 UCITS ETF | IE00B23LNQ02 | PAR | 0.39% | 4 | +0.67 | |
| PSRW.SW | Invesco FTSE RAFI ALL-WORL | IE00B23LNQ02 | EBS | 0.39% | 4 | ||
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| QOZ.AX | BetaShares FTSE RAFI Australia 200 ETF | IE00B7KQ7B6 | 0.30% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.