Invesco FTSE RAFI ETF Performance
| PRFZ ETF | USD 51.09 -0.53 -1.03% |
Risk-Adjusted Performance
0High
4 · Mild
On a recent 90-day basis, Invesco FTSE RAFI sits below 4% of comparable global equities and portfolios in risk-adjusted performance. In practice, the ranking separates absolute gains from efficient gains. Invesco FTSE has generated minimal returns over the measured period, suggesting limited compensation for volatility. Learn More
Relative Risk vs. Return Landscape
If you had invested $ 4,898 in Invesco FTSE RAFI on February 7, 2026 and sold it today, you would have earned $ 211.00 , a return of 4.31% over 90 days. Invesco FTSE RAFI is currently generating a 0.0752% daily expected return and carries 1.21% risk (volatility on return distribution) over a 90-day horizon. In relative terms, Invesco FTSE exhibits above-average volatility, exceeding roughly 90% of comparable etfs, and PRFZ has trailed 99% of traded instruments in return over the 90-day horizon. Expected Return |
| Risk |
Target Price Odds to finish over Current Price
Mean reversion in Invesco FTSE ETF pricing reflects the documented tendency for ETFs to gravitate toward equilibrium. While this pattern holds broadly, certain ETFs can remain mispriced for extended periods before correction.
| Current Price | Horizon | Target Price | Odds moving above the current price in 90 days |
| 51.09 | 90 days | 51.09 | nearly 4.78 % |
Using a normal distribution model, the likelihood of Invesco FTSE moving above the current price in 90 days from now is nearly 4.78 %. Past return patterns over this horizon reflect a distribution that has favored above-current-price scenarios. (The curve shows where outcomes have been clustering for Invesco FTSE ETF over the next 90 days). The curve width gives a practical read on how much uncertainty surrounds Invesco FTSE ETF over this horizon.
Invesco FTSE Price Density |
| Price |
Predictive Modules for Invesco FTSE
Forecasting Invesco FTSE RAFI requires combining quantitative signals with evolving sentiment and fundamental trends. Each approach has strengths and limitations, making diversified forecasting strategies especially important for Invesco FTSE RAFI.Mean reversion is the tendency of Invesco FTSE's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing Invesco FTSE's price extremes to fundamental value.
Primary Risk Indicators
Over the past two decades, the ETF market has experienced significant volatility affecting Invesco FTSE. Invesco FTSE has seen dramatic price moves that have reshaped risk profiles for its holders.α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 1.18 | |
σ | Overall volatility | 1.80 | |
Ir | Information ratio | 0.07 |
Invesco FTSE Fundamentals Growth
The market price of Invesco FTSE ETF is shaped by investors' expectations for Invesco FTSE's financial performance. Revenue and earnings trends, operating margins, and capital structure decisions all play a role in Invesco FTSE ETF pricing.
| Earnings Per Share | 1.13 X | |||
Performance Metrics & Calculation Methodology
Drawdown and recovery analysis for Invesco FTSE reveals how the fund behaves during stress episodes and subsequent rebounds. Maximum drawdown depth defines the worst observed loss from peak, framing downside exposure.
Invesco FTSE RAFI inputs come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Return and risk statistics are calculated from historical price series.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board