CSM ProShares Large Cap Core Plus
What is CSM?
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 Summary Data
CSM Portfolio Data
CSM Index Data
CSM Portfolio Management
CSM Tax Exposures
CSM Fund Structure
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
CSM Performance Statistics
CSM Economic Development
CSM Benchmark Comparison Summary
CSM Benchmark Comparison Market Cap Size