Summary
PRFZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 31.75% Volatility 22.36% Sharpe 0.82
Official loaded data — not a live quote.

INVESCO RAFI US 1500 SMALL-MID ETF

Symbol: PRFZ

Exchange: NASDAQ

Sector: Technology

Category: Small Blend

Inception date: 20/09/2006

Latest date: 03/06/2026

Current price: $51.62

Expense ratio: 0.34%

Assets under management
$2.9B
-0.62% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

2.22%

Ann. -41.62% (Sharpe / Sortino numerator)

Volatility

23.25%

Sharpe ratio

-1.946

VaR 95%

-2.13%

CVaR 95%: -2.28%
Max drawdown: -8.20%
Sortino ratio: -3.989
Calmar ratio: -5.08

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.

Period total return

7.56%

Ann. 2.76% (Sharpe / Sortino numerator)

Volatility

19.95%

Sharpe ratio

-0.044

VaR 95%

-2.05%

CVaR 95%: -2.18%
Max drawdown: -10.58%
Sortino ratio: -0.074
Calmar ratio: 0.26

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

11.51%

Ann. 4.12% (Sharpe / Sortino numerator)

Volatility

19.30%

Sharpe ratio

0.025

VaR 95%

-2.00%

CVaR 95%: -2.33%
Max drawdown: -10.58%
Sortino ratio: 0.042
Calmar ratio: 0.39

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

31.75%

Ann. 21.87% (Sharpe / Sortino numerator)

Volatility

22.36%

Sharpe ratio

0.816

VaR 95%

-2.00%

CVaR 95%: -3.00%
Max drawdown: -10.58%
Sortino ratio: 1.160
Calmar ratio: 2.07

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

36.15%

Ann. 11.36% (Sharpe / Sortino numerator)

Volatility

20.93%

Sharpe ratio

0.369

VaR 95%

-1.95%

CVaR 95%: -2.88%
Max drawdown: -26.52%
Sortino ratio: 0.540
Calmar ratio: 0.43

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

63.68%

Ann. 13.61% (Sharpe / Sortino numerator)

Volatility

20.45%

Sharpe ratio

0.488

VaR 95%

-1.89%

CVaR 95%: -2.71%
Max drawdown: -26.52%
Sortino ratio: 0.761
Calmar ratio: 0.51

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.116%

Best day

3.874%

22/08/2025
Worst day

-3.214%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $51.94 $51.94 $51.50 $51.62 111,500
02/06/2026 $52.02 $52.33 $52.00 $52.31 91,800
01/06/2026 $51.81 $52.30 $51.54 $52.18 55,200
29/05/2026 $52.22 $52.23 $51.82 $52.06 48,100
28/05/2026 $51.90 $52.33 $51.64 $52.22 47,000
27/05/2026 $52.14 $52.23 $51.90 $51.99 90,900
26/05/2026 $51.58 $52.00 $51.58 $51.96 147,000
22/05/2026 $50.89 $51.35 $50.89 $51.18 130,000
21/05/2026 $50.06 $50.89 $49.77 $50.74 127,500
20/05/2026 $49.46 $50.41 $49.46 $50.40 69,200