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 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

ProShares Large Cap Core Plus has an MSCI ESG Fund Rating of BBB based on a score of 5.30 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 46th 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.

CSM Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 11/14/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSM 5.05% 9.89% 23.72% 13.69% 12.89% 9.86% 12.79%
CSM (NAV) 5.13% 9.99% 23.73% 13.65% 12.87% 9.89% 13.06%
Credit Suisse 130/30 Large Cap Index -- -- -- -- -- -- 13.06%
MSCI USA Large Cap Index 4.65% 9.58% 25.75% 17.32% 15.45% 11.22% 13.27%
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
0.45%
$785.57M
$1.37M
0.07%

CSM Portfolio Data

$161.41B
19.29
2.76
1.44%
12/24/19
304

CSM Index Data

Fixed
Fixed
MSCI USA Large Cap Index

CSM Portfolio Management

0.45%
--
--
--

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
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

CSM Factset Analytics Block Liquidity

As of 11/15/19
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

19,046
$1.37M
16,272
$1.14M
0.07%
$0.05
-0.04%
0.28% / -0.22%
None
100.00%
25,000
0.65
0.03%
0.00%
0
$74.11
5

CSM Sector/Industry Breakdown


CSM
Segment Benchmark
22.29%
28.73%
20.93%
14.83%
13.61%
13.09%
11.68%
13.81%
11.25%
9.29%
6.71%
7.98%
5.10%
4.66%
4.12%
3.02%
2.91%
2.07%
1.40%
2.51%

CSM Top 10 Holdings[View All]

5.33%
Apple Inc. 2.81%
18.23%

CSM Countries


CSM
Segment Benchmark
100.00%
100.00%

CSM Regions


CSM
Segment Benchmark
100.00%
100.00%

CSM Economic Development


CSM
Segment Benchmark
100.00%
100.00%

CSM Performance Statistics

0.98
1.00
1.02
1.03
0.14%
MSCI USA Large Cap Index

CSM MSCI ESG Ratings

BBB
5.30 / 10
37.52
45.91
10.69%
5.60%
281.10

CSM Benchmark Comparison Holdings

304
297
194
51.00%

CSM Benchmark Comparison Summary


CSM
Segment Benchmark
304
297
$161.41B
$269.32B
19.29
21.84
2.76
3.49
2.03%
1.95%
Low
--

CSM Benchmark Comparison Market Cap Size


CSM
Segment Benchmark
83.58%
99.84%
16.40%
0.16%
0.02%
0.00%
0.00%
0.00%