Invesco FTSE RAFI US 1000 ETF
Ticker
PRF
ISIN
IE00B23D8S3
Price
USD 41.79
Change Today
-0.25 / -0.595 %
Price 1 year ago
31.50 / 32.647 %
Morningstar
4
52 Week Low
32.13
52 Week High
42.27
200 Day Moving Average 38.32
38.32
50-day Moving Average
40.59
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.08 |
| Sortino Ratio | 0.86 |
| Maximum Drawdown | -1.5% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -35.38 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.61 |
| Volatility | 3.759% |
| Alpha | +6.74 |
| Beta | None |
| R Squared | +93.75 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.571% |
| Average Annual Volatility | 20.239% |
| Sharpe Ratio | 0.57 |
| Sortino Ratio | 0.55 |
| Maximum Drawdown | -61.0% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks to track the investment results (before fees and expenses) of the FTSE RAFI™ US 1000 Index (the "underlying index"). 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.
Market
US
Category
Large Value
Expense Ratio
0.39%
Fund family
Invesco
Morningstar
4
Yield
0.020499999
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 18.30% |
| Healthcare | 14.21% |
| Technology | 11.83% |
| Industrials | 9.58% |
| Communication services | 9.13% |
| Consumer defensive | 8.87% |
| Energy | 8.18% |
| Consumer cyclical | 7.97% |
| Utilities | 4.53% |
| Realestate | 3.73% |
| Basic materials | 2.75% |
| Country | Ratio |
|---|---|
| United States | 98.51 |
| United Kingdom | 0.66 |
| Switzerland | 0.37 |
| Singapore | 0.15 |
| Netherlands | 0.08 |
| Peru | 0.06 |
| Israel | 0.05 |
| Sweden | 0.04 |
| Chile | 0.02 |
| India | 0.02 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 2.43% |
| MSFT | Microsoft Corp | 1.89% |
| JPM | JPMorgan Chase & Co | 1.82% |
| BRK.B | Berkshire Hathaway Inc Class B | 1.76% |
| XOM | Exxon Mobil Corp | 1.56% |
| WFC | Wells Fargo & Co | 1.54% |
| T | AT&T Inc | 1.47% |
| BAC | Bank of America Corp | 1.39% |
| C | Citigroup Inc | 1.17% |
| VZ | Verizon Communications Inc | 1.17% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FTAD.L | SPDR FTSE UK All Share UCITS ETF | IE00B7452L4 | LSE | 0.20% | 4 | -- | -- |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | US45409B560 | PCX | 0.20% | 5 | +4.84 | |
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| ISFA.AS | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE0005042456 | AMS | 0.20% | 4 | +2.85 | |
| ISFU.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| L100.L | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU165049217 | LSE | 0.15% | 4 | ||
| L100.PA | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU1650492173 | PAR | 0.30% | 4 | +2.67 | |
| MIDD.L | iShares FTSE 250 UCITS ETF | IE00B00FV12 | LSE | 0.40% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| VDJP.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VERX.L | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S4 | LSE | 0.10% | 4 | ||
| VEUR.AS | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV12 | AMS | 0.10% | 4 | -0.32 | |
| VJPN.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VMID.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 4 | -1.29 | |
| VMIG.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 5 | -- | -- |
| VUKE.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 4 | ||
| VUKG.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 5 | -- | -- |
| VWRA.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | -- |
| VWRD.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| VWRL.AS | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM25 | AMS | 0.22% | 4 | +0.04 | |
| VWRL.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| XDUK.L | Xtrackers FTSE 100 UCITS ETF | LU083878070 | LSE | 0.09% | 4 | ||
| XUKX.L | Xtrackers FTSE 100 Income UCITS ETF | LU029209723 | LSE | 0.09% | 4 | +2.76 |
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.