Summary
PRF
Prices · period metrics · 12M
NAV as of 04/06/2026
02/04/2025 → 02/04/2026
Return 34.38% Volatility 16.17% Sharpe 0.97
Official loaded data — not a live quote.

INVESCO RAFI US 1000 ETF

Symbol: PRF

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 19/12/2005

Latest date: 04/06/2026

Current price: $54.05

Expense ratio: 0.34%

Assets under management
$9.5B
0.60% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.97%

Ann. -33.42% (Sharpe / Sortino numerator)

Volatility

14.65%

Sharpe ratio

-2.529

VaR 95%

-1.36%

CVaR 95%: -1.44%
Max drawdown: -5.42%
Sortino ratio: -4.579
Calmar ratio: -6.17

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.87%

Ann. 4.81% (Sharpe / Sortino numerator)

Volatility

12.55%

Sharpe ratio

0.094

VaR 95%

-1.37%

CVaR 95%: -1.45%
Max drawdown: -6.96%
Sortino ratio: 0.140
Calmar ratio: 0.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.07%

Ann. 12.28% (Sharpe / Sortino numerator)

Volatility

11.96%

Sharpe ratio

0.723

VaR 95%

-1.24%

CVaR 95%: -1.52%
Max drawdown: -6.96%
Sortino ratio: 1.074
Calmar ratio: 1.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.38%

Ann. 19.28% (Sharpe / Sortino numerator)

Volatility

16.17%

Sharpe ratio

0.968

VaR 95%

-1.29%

CVaR 95%: -2.32%
Max drawdown: -7.81%
Sortino ratio: 1.153
Calmar ratio: 2.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

47.42%

Ann. 13.96% (Sharpe / Sortino numerator)

Volatility

14.21%

Sharpe ratio

0.727

VaR 95%

-1.32%

CVaR 95%: -2.04%
Max drawdown: -15.82%
Sortino ratio: 0.920
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

80.18%

Ann. 17.14% (Sharpe / Sortino numerator)

Volatility

13.26%

Sharpe ratio

1.019

VaR 95%

-1.24%

CVaR 95%: -1.84%
Max drawdown: -15.82%
Sortino ratio: 1.363
Calmar ratio: 1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 04/06/2025 - 04/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

2.181%

08/04/2026
Worst day

-2.303%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
04/06/2026 $53.73 $54.12 $53.73 $54.05 274,100
03/06/2026 $53.72 $53.86 $53.65 $53.65 518,700
02/06/2026 $53.43 $53.81 $53.42 $53.76 370,900
01/06/2026 $53.40 $53.63 $53.29 $53.50 238,000
29/05/2026 $53.74 $53.81 $53.59 $53.60 320,400
28/05/2026 $53.56 $53.75 $53.40 $53.69 374,600
27/05/2026 $53.55 $53.63 $53.42 $53.54 266,800
26/05/2026 $53.44 $53.58 $53.37 $53.51 678,800
22/05/2026 $53.07 $53.35 $53.07 $53.21 342,300
21/05/2026 $52.45 $52.86 $52.25 $52.81 227,800