iShares Preferred and Income Securities ETF
Ticker
PFF
ISIN
US464288687
Price
USD 32.70
Change Today
+0.06 / 0.184 %
Price 1 year ago
28.35 / 15.356 %
Morningstar
3
52 Week Low
28.10
52 Week High
33.34
200 Day Moving Average 31.40
31.40
50-day Moving Average
32.92
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.12 |
| Sortino Ratio | 1.24 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2023-12-11 |
| Calmar Ratio | -57.66 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.03 |
| Volatility | 2.903% |
| Alpha | +11.88 |
| Beta | None |
| R Squared | +71.03 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.648% |
| Average Annual Volatility | 19.394% |
| Sharpe Ratio | 0.29 |
| Sortino Ratio | 0.16 |
| Maximum Drawdown | -68.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.07 |
Company information
Summary
The investment seeks to track the investment results of the ICE Exchange-Listed Preferred & Hybrid Securities Index, which measures the performance of a select group of exchange-listed, U.S. dollar-denominated preferred securities, hybrid securities and convertible preferred securities listed on the NYSE or NASDAQ. The fund may invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index.
Market
US
Category
Preferred Stock
Expense Ratio
0.45%
Fund family
iShares
Morningstar
3
Yield
0.0561
Exchange
NGM
| Sector | Weight |
|---|---|
| Utilities | 81.81% |
| Industrials | 0.62% |
| Healthcare | 0.18% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AVGOP | Broadcom Inc Broadcom Inc 8 % Mandatory Convertible Preferred Stock Ser A | 2.54% |
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 2.3% |
| WFCPL | Wells Fargo & Co 7 1/2 % Non Cum Perp Conv Pfd Shs -A- Series -L- | 1.79% |
| BACPL | Bank of America Corp 7 1/4 % Non-Cum Perp Conv Pfd Shs Series -L- | 1.49% |
| ArcelorMittal S.A. 5.5% | 1.36% | |
| DHRPA | Danaher Corp PRF CONVERT 15/04/2022 USD - Ser A | 1.35% |
| DHRPB | Danaher Corp 5% PRF PERPETUAL USD 1000 - Ser B | 1.14% |
| NEEPP | NextEra Energy Inc Unit | 1.12% |
| CPN | Citigroup Capital XIII Floating Rate Trust Pfd Secs Registered 2010-30.10.4 | 1.08% |
| AVTRPA | Avantor Inc Ser A | 0.99% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FPE | First Trust Preferred Securities and Income ETF | US33739E108 | PCX | 0.85% | 4 | +6.64 | |
| FPEI | First Trust Institutional Preferred Securities and Income ETF | US33734X846 | PCX | 0.85% | 5 | +5.45 | |
| IPFF | iShares International Preferred Stock ETF | US48128B648 | BTS | 0.55% | 3 | ||
| PFF | iShares Preferred and Income Securities ETF | US464288687 | NGM | 0.45% | 3 | +11.88 | |
| PFFD | Global X U.S. Preferred ETF | US37954Y657 | PCX | 0.23% | 3 | +12.88 | |
| PFLD | AAM Low Duration Preferred and Income Securities ETF | US26922A198 | PCX | 0.45% | 3 | +5.28 | -- |
| PFXF | VanEck Preferred Securities ex Financials ETF | US92189F429 | PCX | 0.40% | 4 | +11.70 | |
| PGF | Invesco Financial Preferred ETF | US46137V621 | PCX | 0.55% | 3 | +15.15 | |
| PGX | Invesco Preferred ETF | US46138E511 | PCX | 0.51% | 3 | +14.72 | |
| PREF | Principal Spectrum Preferred Securities Active ETF | US74255Y888 | PCX | 0.55% | 3 | +2.99 | |
| VRP | Invesco Variable Rate Preferred ETF | US46138G870 | PCX | 0.50% | 4 | +6.21 |
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.