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Proshares Large Cap Core Plus (CSM)

ETF · Currency in USD · Last updated Aug 6, 2022

CSM is a passive ETF by ProShares tracking the investment results of the Credit Suisse 130/30 Large-Cap Index. CSM launched on Jul 13, 2009 and has a 0.45% expense ratio.

ETF Info

ISINUS74347R2489
CUSIP74347R248
IssuerProShares
Inception DateJul 13, 2009
RegionNorth America (U.S.)
CategoryLong-Short
Expense Ratio0.45%
Index TrackedCredit Suisse 130/30 Large-Cap Index
ETF Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Trading Data

Previous Close$48.63
Year Range$43.60 - $55.63
EMA (50)$47.26
EMA (200)$49.57
Average Volume$23.40K

CSMShare Price Chart


Chart placeholderClick Calculate to get results

CSMPerformance

The chart shows the growth of $10,000 invested in Proshares Large Cap Core Plus in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $44,666 for a total return of roughly 346.66%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-8.40%
-7.55%
CSM (Proshares Large Cap Core Plus)
Benchmark (^GSPC)

CSMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.50%8.19%
6M-7.86%-7.42%
YTD-12.17%-13.03%
1Y-3.26%-5.85%
5Y11.28%10.86%
10Y13.38%11.42%

CSMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.15%-2.18%3.36%-7.99%0.86%-10.41%8.52%0.46%
20210.85%1.83%5.59%5.39%0.87%2.53%1.94%3.61%-4.32%6.38%-0.55%5.64%
2020-0.57%-9.79%-14.06%12.87%5.16%1.34%4.86%6.79%-3.75%-3.97%11.15%3.99%
20199.24%2.79%0.77%4.30%-6.77%6.39%1.53%-3.05%2.66%1.46%5.04%2.53%
20184.82%-3.26%-1.49%-0.13%1.82%0.15%3.01%3.72%0.45%-7.07%0.33%-9.51%
20171.50%3.98%0.46%1.10%0.97%1.19%2.00%0.07%2.33%1.98%3.40%1.58%
2016-5.71%1.65%7.33%-0.47%1.83%0.14%4.13%0.08%-0.56%-1.15%4.21%2.02%
2015-3.30%5.23%-1.77%0.33%1.14%-2.25%2.58%-6.51%-2.67%8.53%0.62%-1.55%
2014-3.44%4.58%1.62%1.70%2.46%1.78%-0.72%4.38%-2.11%2.76%2.65%0.00%
20135.29%1.79%4.23%2.02%2.91%-0.98%5.16%-3.32%3.13%5.16%2.84%2.79%
20124.40%4.83%2.64%-0.91%-5.62%4.17%1.61%2.92%2.31%-0.93%-0.52%1.11%
20112.73%3.80%1.30%2.29%-1.39%-1.70%-2.58%-5.05%-8.22%12.33%-1.95%0.40%
2010-4.30%3.12%6.30%1.24%-7.34%-5.92%7.01%-5.77%9.56%3.59%-0.54%6.80%

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 -0.17. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
-0.17
-0.31
CSM (Proshares Large Cap Core Plus)
Benchmark (^GSPC)

CSMDividend History

Proshares Large Cap Core Plus granted a 1.33% dividend yield in the last twelve months. The annual payout for that period amounted to $0.65 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.65$0.58$0.51$0.54$0.47$0.43$0.41$0.41$0.35$0.27$0.10$0.14$0.05

Dividend yield

1.33%1.04%1.23%1.46%1.62%1.36%1.61%1.83%1.55%1.38%0.70%1.17%0.40%

CSMDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-12.58%
-13.58%
CSM (Proshares Large Cap Core Plus)
Benchmark (^GSPC)

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 36.12%, recorded on Mar 23, 2020. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.12%Feb 20, 202023Mar 23, 2020113Sep 1, 2020136
-21.62%Dec 30, 2021117Jun 16, 2022
-21.14%Sep 24, 201864Dec 24, 2018131Jul 3, 2019195
-20%May 2, 2011108Oct 3, 2011101Feb 28, 2012209
-15.53%Apr 16, 201055Jul 2, 201087Nov 4, 2010142
-13.67%May 22, 2015182Feb 11, 201645Apr 18, 2016227
-10.06%Apr 3, 201243Jun 4, 201245Aug 7, 201288
-9.79%Sep 3, 202041Oct 30, 202017Nov 24, 202058
-9.72%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142
-7.61%Oct 18, 201219Nov 15, 201233Jan 4, 201352

CSMVolatility Chart

Current Proshares Large Cap Core Plus volatility is 19.32%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
19.32%
19.67%
CSM (Proshares Large Cap Core Plus)
Benchmark (^GSPC)