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.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSM -10.30% -4.81% -22.98% -15.59% 6.76% 6.52% 9.99%
CSM (NAV) -10.19% -5.06% -22.83% -15.67% 6.71% 6.49% 9.99%
MSCI USA Large Cap Index -9.42% -4.23% -23.54% -16.45% 9.12% 9.82% 11.99%
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%
$396.40M
$777.04K
0.14%

CSM Portfolio Data

$349.32B
17.22
3.14
0.93%
12/22/22
312

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
-- / --
N/A
N/A
Low
Daily

CSM Factset Analytics Block Liquidity

As of 09/30/22
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

16,852
$777.04K
9,004
$444.98K
0.14%
$0.07
-0.03%
0.95% / -1.66%
None
100.00%
25,000
0.36
0.02%
0.00%
0
$42.87
5

CSM Sector/Industry Breakdown


CSM
Segment Benchmark
15.41%
--
13.13%
--
12.42%
--
10.03%
--
5.87%
--
5.64%
--
5.51%
--
5.16%
--
4.23%
--
3.53%
--

CSM Top 10 Holdings[View All]

5.93%
Apple Inc. 4.95%
Tesla Inc 1.32%
23.49%

CSM Countries


CSM
Segment Benchmark
100.00%
99.88%
--
0.12%

CSM Regions


CSM
Segment Benchmark
100.00%
100.00%

CSM Economic Development


CSM
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

CSM Performance Statistics

0.98
0.96
0.97
0.99
0.20%
MSCI USA Large Cap Index

CSM Benchmark Comparison Holdings

312
297
164
48.70%

CSM Benchmark Comparison Summary


CSM
Segment Benchmark
312
297
$349.32B
$587.10B
17.22
19.57
3.14
4.18
1.76%
1.55%
Low
Medium

CSM Benchmark Comparison Market Cap Size


CSM
Segment Benchmark
83.01%
99.92%
11.48%
0.08%
0.21%
0.00%
0.00%
0.00%