Key stats
About ProShares Large Cap Core Plus
Expense ratio
0.45%
Home page
Inception date
Jul 14, 2009
ISIN
US74347R2489
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.
Classification
What's in the fund
Exposure type
Technology Services
Electronic Technology
Finance
Stock breakdown by region