CSM

ProShares Large Cap Core Plus
B

88
*Unless otherwise stated, data provided by FactSet.

CSM Fund Description

The ProShares Large Cap Core Plus ETF tracks a long/short index of the 500 largest US stocks. It uses a set of rules to assign weights to each equity that add up to 130% long and 30% short exposure.

CSM Factset Analytics Insight

CSM differs substantially from its large-cap segment peers by including short equity exposure. It ranks each stock based on the a quantitative 10-factor model, which looks at a stock's traditional and relative value, historical and expected growth, momentum and size. It then assigns weights that add up to 130% long and 30% short positions that sum to 100% market exposure. The end result is a broad fund with roughly marketlike risk and a significant mid-cap tilt. Regarding sector biases and other holding analysis we show here, take them with a grain of salt as swaps and short positions distort these values. CSM trades in decent volumes, but spreads tend to be significant, making limit orders advisable for retail traders. Underlying liquidity is very good, and investors looking to deal in size should be able to get good execution. CSM charges a middling fee for its segment, and tracking is decent, but hardly airtight, so holding cost can be a bit higher than advertised.

CSM MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of June 17, 2018 the ProShares Large Cap Core Plus MSCI ESG Fund Quality Score is 4.92 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. CSM ranks in the 30th percentile within its peer group and in the 29th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

CSM CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/15/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSM 2.76% 0.89% 4.12% 16.34% 13.00% 14.19% --
CSM (NAV) 2.47% 0.84% 4.08% 16.29% 12.93% 14.19% --
MSCI USA Large Cap 2.78% 1.68% 5.15% 16.85% 12.53% 13.82% 9.75%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSM Top 10 Countries

CSM Top 10 Sectors

CSM Top 10 Holdings [View All]

CSM Summary Data

ProShares
07/14/09
Open-Ended Fund
0.45%
$814.86M
$1.89M
0.09%

CSM Portfolio Data

$131.11B
20.52
2.83
1.23%
06/20/18
322

CSM Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap

CSM Portfolio Management

0.45%
-0.76%
-0.53%
-0.82%

CSM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CSM Fund Structure

Open-Ended Fund
Yes
No
No Policy
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

CSM Factset Analytics Block Liquidity

As of 06/18/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CSM. CSM is rated a 5 out of 5.

CSM Tradability

28,010
$1.89M
24,068
$1.64M
0.09%
$0.06
0.03%
0.34% / -0.69%
None
100.00%
25,000
0.96
0.03%
0.00%
--
$69.28
5

CSM Sector/Industry Breakdown


CSM
Segment Benchmark
20.24%
16.20%
19.01%
26.29%
15.51%
12.44%
11.07%
9.14%
10.22%
13.67%
8.47%
7.89%
6.61%
6.38%
4.56%
2.42%
3.41%
1.51%
1.11%
2.09%

CSM TOP 10 HOLDINGS[View All]

5.03%
2.75%
2.17%
1.81%
1.65%
0.94%
0.90%
0.90%
0.77%
0.76%
17.68%

CSM Countries


CSM
Segment Benchmark
100.70%
100.00%

CSM Regions


CSM
Segment Benchmark
100.70%
100.00%

CSM Economic Development


CSM
Segment Benchmark
100.00%
100.00%

CSM Performance Statistics

0.98
0.97
0.97
0.98
0.11%
MSCI USA Large Cap

CSM MSCI ESG Ratings

4.92 / 10
30.29
29.44
12.47%
5.78%
250.51

CSM BENCHMARK COMPARISON HOLDINGS

322
301
194
48.71%

CSM BENCHMARK COMPARISON SUMMARY


CSM
Segment Benchmark
322
301
$131.11B
$221.72B
20.52
23.61
2.83
3.32
1.88%
1.93%
Low
--

CSM BENCHMARK COMPARISON MARKET CAP SIZE


CSM
Segment Benchmark
81.52%
99.78%
18.48%
0.22%
0.00%
0.00%
0.00%
0.00%