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PRF: Invesco FTSE RAFI US 1000 ETF (ETF)
Basic Info 42.74 0.16(0.37%) December 02
| Asset Class: | LARGE VALUE |
| MyPlanIQ Rating: | (94%) |
| Start Date: | 12/19/2005 |
| Last Dividend Date: | 09/23/2024 |
| 12-Mo. Yield | 2.11% |
| Expenses | 0.39% |
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Performance Analytics (As of 11/29/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/19/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.7 | 23.1 | 30.1 | 14.6 | 20.2 | 19.1 | 21.0 | 18.0 | 15.7 | 0.1 | 40.5 | 19.3 | 38.8 | -0.8 | 24.1 | 28.7 | 6.1 | 20.5 | 44.8 | 27.1 | 8.3 | 27.3 | 52.4 | -34.1 | 7.9 | 24.6 | -0.3 |
| Sharpe Ratio | NA | 1.73 | 2.25 | 0.67 | 0.84 | 0.97 | NA | 0.82 | 0.9 | -0.06 | 2.96 | 0.51 | 2.86 | -0.13 | 2.82 | 1.9 | 0.4 | 1.75 | 3.79 | 2.0 | 0.34 | 1.37 | 1.51 | -0.84 | 0.31 | 2.14 | -1.88 |
| Draw Down(%) | NA | 5.9 | 5.9 | 16.7 | 35.8 | 35.8 | NA | 54.9 | 10.2 | 16.7 | 5.7 | 35.8 | 7.3 | 17.1 | 3.7 | 10.3 | 13.2 | 7.8 | 4.8 | 10.8 | 18.9 | 15.6 | 30.7 | 48.7 | 10.6 | 6.7 | 1.4 |
| Standard Deviation(%) | NA | 11.0 | 11.0 | 16.0 | 21.5 | 18.1 | NA | 20.5 | 12.8 | 21.6 | 13.7 | 36.9 | 13.1 | 15.5 | 8.4 | 15.0 | 15.4 | 11.7 | 11.8 | 13.7 | 24.4 | 19.9 | 34.6 | 41.5 | 16.2 | 10.0 | 6.9 |
| Treynor Ratio | NA | 0.18 | 0.24 | 0.1 | 0.17 | 0.17 | NA | 0.17 | 0.11 | -0.01 | 0.42 | 0.19 | 0.35 | -0.02 | 0.23 | 0.27 | 0.06 | 0.2 | 0.45 | 0.27 | 0.08 | 0.26 | 0.49 | -0.37 | 0.05 | 0.22 | -0.13 |
| Alpha | NA | 0.0 | 0.0 | 0.01 | 0.03 | 0.03 | NA | 0.03 | 0.02 | 0.01 | 0.05 | 0.06 | 0.03 | 0.02 | 0.02 | 0.04 | 0.03 | 0.03 | 0.03 | 0.04 | 0.03 | 0.04 | 0.1 | 0.0 | 0.03 | 0.01 | 0.03 |
| Beta | NA | 1.05 | 1.04 | 1.09 | 1.03 | 1.02 | NA | 1.0 | 1.05 | 1.12 | 0.97 | 1.01 | 1.06 | 0.94 | 1.03 | 1.05 | 0.95 | 1.0 | 1.0 | 1.01 | 1.0 | 1.06 | 1.06 | 0.93 | 0.92 | 0.97 | 0.98 |
| RSquared | NA | 0.95 | 0.94 | 0.94 | 0.94 | 0.92 | NA | 0.93 | 0.95 | 0.94 | 0.83 | 0.96 | 0.87 | 0.9 | 0.76 | 0.86 | 0.89 | 0.86 | 0.89 | 0.88 | 0.96 | 0.95 | 0.93 | 0.96 | 0.92 | 0.85 | 0.91 |
| Yield(%) | N/A | 1.5 | 2.1 | 4.5 | 7.9 | 11.0 | 18.2 | N/A | 1.2 | 9.0 | 10.3 | 10.3 | 12.4 | 10.0 | 8.9 | 12.6 | 10.7 | 9.6 | 10.1 | 11.5 | 9.9 | 8.2 | 10.2 | 8.6 | 7.6 | 6.1 | 0.0 |
| Dividend Growth(%) | N/A | -72.3 | -87.8 | -42.8 | -7.6 | N/A | N/A | N/A | -87.9 | 15.3 | 3.1 | 4.0 | 10.5 | 27.5 | -17.1 | 10.8 | 23.6 | 22.4 | 1.4 | 13.4 | 41.8 | 10.5 | -27.2 | 11.9 | 44.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/19/2005
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