CSMProShares Large Cap Core Plus

Diversifier16y track recordRanked #46 of 240 in this goal

Seeks investment results that track the performance of a 130/30 investment strategy.

By ProShares · Launched 2009

Annual Cost

0.45%

#2,223 of 5,562 · average

Fund Size

$524M

#1,534 of 5,562 · large

Return (1Y)Goal

+27.5%

Track Record

16 years

#683 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,628+26.3%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Active selection

Index tracked

Credit Suisse 130/30 Large Cap Index

What it actually holds

By weight

Concentration

Top 10 holdings = 27.5% of fund✓ well diversified

NVIDIA Corp.

4.9%

Apple, Inc.

4.7%

Microsoft Corp.

4.1%

Amazon.com, Inc.

2.4%

Repurchase Agreement

2.2%

N/A

2.0%

Broadcom, Inc.

1.9%

Alphabet, Inc.

1.9%

Meta Platforms, Inc.

1.8%

Repurchase Agreement

1.6%

Asset allocation

Stocks

90.5%

Cash

6.5%

Other

3.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

12.3%Moderate

Year-on-year price swings

Max drawdown

-36.1%Severe

Worst peak-to-trough loss

Sharpe (3Y)

1.07Strong risk-adjusted returns

Sortino (3Y)

1.59Good downside protection

Where to buy

Listing

Exchange: Cboe BZX

Full fund details

Objective: Seeks investment results that track the performance of a 130/30 investment strategy.
Strategy: Invests primarily in long and short positions in 500 large-cap U.S. companies based on a multi-factor model. The strategy aims for 130% long exposure to expected gainers and 30% short exposure to expected losers.
Inception date: July 13, 2009
Fund family: ProShares