CSMProShares Large Cap Core Plus
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
CSM Top 10 Countries
CSM Top 10 Sectors
CSM Top 10 Holdings [View All]
CSM Summary Data
CSM Portfolio Data
CSM Index Data
CSM Portfolio Management
CSM Tax Exposures
CSM Fund Structure
CSM Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
CSM TOP 10 HOLDINGS[View All]
CSM Economic Development
CSM Performance Statistics
CSM MSCI ESG Ratings
CSM BENCHMARK COMPARISON SUMMARY
CSM BENCHMARK COMPARISON MARKET CAP SIZE