CSMProShares Large Cap Core Plus
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.
CSM Summary Data
CSM Portfolio Data
CSM Index Data
CSM Portfolio Management
CSM Tax Exposures
CSM Fund Structure
CSM 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 Economic Development
CSM Performance Statistics
CSM MSCI ESG Ratings
CSM Benchmark Comparison Summary
CSM Benchmark Comparison Market Cap Size