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Proshares Large Cap Core Plus

CSM
ETF · Currency in USD
ISIN
US74347R2489
CUSIP
74347R248
Issuer
ProShares
Inception Date
Jul 13, 2009
Region
North America (U.S.)
Category
Long-Short
Expense Ratio
0.45%
Index Tracked
Credit Suisse 130/30 Large-Cap Index
ETF Home Page
www.proshares.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

CSMPrice Chart


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S&P 500

CSMPerformance

The chart shows the growth of $10,000 invested in Proshares Large Cap Core Plus on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $46,948 for a total return of roughly 369.48%. All prices are adjusted for splits and dividends.


CSM (Proshares Large Cap Core Plus)
Benchmark (S&P 500)

CSMReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.57%
6M16.16%
YTD23.23%
1Y36.58%
5Y16.22%
10Y15.71%

CSMMonthly Returns Heatmap


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CSMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Proshares Large Cap Core Plus Sharpe ratio is 2.68. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


CSM (Proshares Large Cap Core Plus)
Benchmark (S&P 500)

CSMDividends

Proshares Large Cap Core Plus granted a 0.87% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $0.90 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.90$1.02$1.09$0.94$0.86$0.83$0.83$0.70$0.54$0.20$0.29$0.10

Dividend yield

0.87%1.21%1.41%1.54%1.28%1.49%1.67%1.39%1.22%0.61%1.01%0.34%

CSMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CSM (Proshares Large Cap Core Plus)
Benchmark (S&P 500)

CSMWorst Drawdowns

The table below shows the maximum drawdowns of the Proshares Large Cap Core Plus. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Proshares Large Cap Core Plus is 36.11%, recorded on Mar 23, 2020. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.11%Feb 20, 202023Mar 23, 2020113Sep 1, 2020136
-21.13%Sep 24, 201864Dec 24, 2018131Jul 3, 2019195
-20%May 2, 2011108Oct 3, 2011101Feb 28, 2012209
-15.53%Apr 16, 201055Jul 2, 201087Nov 4, 2010142
-13.26%May 22, 2015183Feb 11, 201645Apr 18, 2016228
-10.06%Apr 3, 201243Jun 4, 201245Aug 7, 201288
-9.79%Sep 3, 202041Oct 30, 202017Nov 24, 202058
-9.71%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142
-7.61%Oct 18, 201219Nov 15, 201233Jan 4, 201352
-7.42%Jan 15, 201016Feb 8, 201018Mar 5, 201034

CSMVolatility Chart

Current Proshares Large Cap Core Plus volatility is 8.46%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CSM (Proshares Large Cap Core Plus)
Benchmark (S&P 500)

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