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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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CSMPerformance

The chart shows the growth of $10,000 invested in CSM on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,298 for a total return of roughly 322.98%. All prices are adjusted for splits and dividends.


0.00%100.00%200.00%300.00%20122014201620182020
322.98%
259.57%
S&P 500

CSMReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M6.14%
YTD11.02%
6M20.93%
1Y50.07%
5Y15.06%
10Y13.38%

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 3.14. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
3.14

CSMDividends

Proshares Large Cap Core Plus granted a 1.02% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $0.95 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.95$1.02$1.09$0.94$0.86$0.83$0.83$0.70$0.54$0.20$0.29$0.10
Dividend yield
1.02%1.21%1.41%1.54%1.28%1.49%1.67%1.39%1.22%0.61%1.01%0.34%

CSMDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-0.17%

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 {{portfolioName}} 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 12.05%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%20122014201620182020
12.05%

Portfolios with Proshares Large Cap Core Plus


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