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.

PERFORMANCE [as of 03/30/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CSM -0.59% 5.00% 5.00% -12.88% 16.78% 7.66% 10.12%
CSM (NAV) -0.32% 4.81% 4.81% -12.87% 16.75% 7.73% 10.14%
MSCI USA Large Cap Index 2.99% 6.99% 6.99% -10.93% 17.08% 11.17% 12.29%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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

ProShares
07/14/09
0.45%
$425.35M
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
-$0.01B 90 Days

CSM Portfolio Data

$307.15B
17.56
3.01
0.89%
N/A
307

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

Factset Analytics Block Liquidity

As of 03/31/23

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

12,726
$605.73K
8,326
$402.27K
0.15%
$0.07
-0.04%
0.33% / -0.47%
None
100.00%
10,000
0.83
0.02%
0.00%
0
$47.05
5

CSM Sector/Industry Breakdown

CSM Segment
Benchmark
15.45% --
14.82% --
13.26% --
8.23% --
5.65% --
5.27% --
4.37% --
4.33% --
4.09% --
4.05% --

CSM Top 10 Holdings

5.56%
4.98%
0.98%
23.42%

CSM Performance Statistics

0.98
0.99
1.01
1.00
0.22%
MSCI USA Large Cap Index

CSM Countries

CSM Segment
Benchmark
99.91% 99.89%
-- 0.11%

CSM Regions

CSM Segment
Benchmark
99.91% 100.00%

CSM Economic Development

CSM Segment
Benchmark
99.91% 100.00%
0.00% 0.00%

CSM Benchmark Comparison Holdings

307
297
165
48.30%

CSM Benchmark Comparison Summary

CSM Segment
Benchmark
307 297
$307.15B $509.91B
17.56 20.54
3.01 4.13
1.79% 1.63%
Low Low

CSM Benchmark Comparison Market Cap Size

CSM Segment
Benchmark
83.11% 100.00%
11.69% 0.00%
0.00% 0.00%
0.00% 0.00%