Proshares Large Cap Core Plus (CSM)
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
| ISIN | US74347R2489 |
|---|---|
| CUSIP | 74347R248 |
| Issuer | ProShares |
| Inception Date | Jul 13, 2009 |
| Region | North America (U.S.) |
| Category | Long-Short |
| Leveraged | 1x |
| Index Tracked | Credit Suisse 130/30 Large-Cap Index |
| Home Page | www.proshares.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
CSM features an expense ratio of 0.45%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: CSM vs. VOO, CSM vs. IWY, CSM vs. QQQ, CSM vs. ^GSPC, CSM vs. SPY, CSM vs. FBGRX, CSM vs. VTI, CSM vs. BRK-B, CSM vs. BDGS, CSM vs. MGK
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Proshares Large Cap Core Plus, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Proshares Large Cap Core Plus had a return of 25.28% year-to-date (YTD) and 35.03% in the last 12 months. Over the past 10 years, Proshares Large Cap Core Plus had an annualized return of 12.09%, outperforming the S&P 500 benchmark which had an annualized return of 11.39%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 25.28% | 25.48% |
| 1 month | 1.99% | 2.14% |
| 6 months | 13.23% | 12.76% |
| 1 year | 35.03% | 33.14% |
| 5 years (annualized) | 14.17% | 13.96% |
| 10 years (annualized) | 12.09% | 11.39% |
Monthly Returns
The table below presents the monthly returns of CSM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.52% | 5.54% | 3.76% | -5.02% | 3.65% | 4.03% | 1.24% | 1.78% | 2.54% | -0.98% | 25.28% | ||
| 2023 | 7.95% | -2.15% | 0.80% | 0.24% | 0.10% | 6.99% | 3.64% | -2.48% | -5.08% | -2.09% | 8.89% | 5.66% | 23.50% |
| 2022 | -4.15% | -2.18% | 3.36% | -7.99% | 0.86% | -10.42% | 8.53% | -3.10% | -9.65% | 9.09% | 4.94% | -6.74% | -18.27% |
| 2021 | 0.85% | 1.83% | 5.59% | 5.39% | 0.87% | 2.53% | 1.94% | 3.61% | -4.32% | 6.38% | -0.55% | 5.36% | 33.13% |
| 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% | 10.94% |
| 2019 | 9.24% | 2.79% | 0.77% | 4.30% | -6.77% | 6.39% | 1.53% | -3.05% | 2.66% | 1.46% | 5.04% | 2.53% | 29.26% |
| 2018 | 4.82% | -3.26% | -1.49% | -0.13% | 1.82% | 0.15% | 3.01% | 3.72% | 0.45% | -7.07% | 0.33% | -9.51% | -7.88% |
| 2017 | 1.50% | 3.98% | 0.46% | 1.10% | 0.97% | 1.19% | 2.00% | 0.07% | 2.33% | 1.98% | 3.40% | 1.58% | 22.52% |
| 2016 | -5.71% | 1.65% | 7.33% | -0.47% | 1.83% | 0.14% | 4.13% | 0.07% | -0.56% | -1.15% | 4.21% | 2.02% | 13.71% |
| 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% | -0.52% |
| 2014 | -3.43% | 4.58% | 1.62% | 1.70% | 2.46% | 1.78% | -0.72% | 4.38% | -2.11% | 2.76% | 2.65% | 0.00% | 16.48% |
| 2013 | 5.29% | 1.79% | 4.23% | 2.02% | 2.91% | -0.98% | 5.16% | -3.32% | 3.13% | 5.16% | 2.84% | 2.79% | 35.35% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CSM is 84, placing it in the top 16% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Proshares Large Cap Core Plus provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.69 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.69 | $0.64 | $0.62 | $0.43 | $0.51 | $0.54 | $0.47 | $0.43 | $0.41 | $0.41 | $0.35 | $0.27 |
Dividend yield | 1.02% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% | 1.39% | 1.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Proshares Large Cap Core Plus. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.49 | |
| 2023 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.21 | $0.64 |
| 2022 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.62 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.43 |
| 2020 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.51 |
| 2019 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.54 |
| 2018 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.47 |
| 2017 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.43 |
| 2016 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.41 |
| 2015 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.41 |
| 2014 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.35 |
| 2013 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Proshares Large Cap Core Plus. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Proshares Large Cap Core Plus was 36.12%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current Proshares Large Cap Core Plus drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.12% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -23.82% | Dec 30, 2021 | 190 | Sep 30, 2022 | 306 | Dec 19, 2023 | 496 |
| -21.14% | Sep 24, 2018 | 64 | Dec 24, 2018 | 131 | Jul 3, 2019 | 195 |
| -20% | May 2, 2011 | 108 | Oct 3, 2011 | 101 | Feb 28, 2012 | 209 |
| -15.53% | Apr 16, 2010 | 55 | Jul 2, 2010 | 87 | Nov 4, 2010 | 142 |
Volatility
Volatility Chart
The current Proshares Large Cap Core Plus volatility is 4.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.