CSM

ProShares Large Cap Core Plus
*Unless otherwise stated, data provided by FactSet.

CSM Fund Description

CSM 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 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, swaps and short positions can distort these values. The index is rebalanced monthly.

CSM MSCI ESG Analytics Insight

ProShares Large Cap Core Plus has an MSCI ESG Fund Rating of AA based on a score of 7.36 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. ProShares Large Cap Core Plus ranks in the 58th percentile within its peer group and in the 38th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CSM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 01/21/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSM -4.27% -1.93% -6.84% 17.71% 16.65% 13.21% 13.40%
CSM (NAV) -4.23% -1.54% -6.47% 18.05% 16.67% 13.24% 13.40%
MSCI USA Large Cap Index -7.22% -3.52% -7.84% 14.60% 21.23% 16.74% 15.39%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CSM Summary Data

ProShares
07/14/09
Open-Ended Fund
0.46%
$507.45M
$1.15M
0.12%

CSM Portfolio Data

$461.65B
20.74
3.67
0.93%
N/A
299

CSM Index Data

Fixed
Fixed
MSCI USA Large Cap Index

CSM Portfolio Management

0.46%
--
--
--

CSM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CSM Fund Structure

Open-Ended Fund
Yes
No
-- / --
N/A
N/A
Low
Daily

CSM Factset Analytics Block Liquidity

As of 01/25/22
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

21,286
$1.15M
14,244
$751.32K
0.12%
$0.13
-0.01%
0.41% / -49.98%
None
99.00%
25,000
0.57
0.02%
0.00%
0
$51.96
5

CSM Top 10 Holdings[View All]

6.20%
Apple Inc. 4.44%
Tesla Inc 1.21%
23.38%

CSM Countries


CSM
Segment Benchmark
100.00%
99.90%
--
0.10%

CSM Regions


CSM
Segment Benchmark
100.00%
100.00%

CSM Economic Development


CSM
Segment Benchmark
100.00%
100.00%

CSM Performance Statistics

0.96
0.95
0.97
0.94
0.17%
MSCI USA Large Cap Index

CSM MSCI ESG Ratings

7.36 / 10
38.47
58.32
7.28%
--
152.78

CSM Benchmark Comparison Holdings

299
296
166
52.41%

CSM Benchmark Comparison Summary


CSM
Segment Benchmark
299
296
$461.65B
$714.25B
20.74
27.07
3.67
5.09
1.43%
1.27%
Low
--

CSM Benchmark Comparison Market Cap Size


CSM
Segment Benchmark
90.82%
99.97%
9.18%
0.03%
0.00%
0.00%
0.00%
0.00%