Cboe US - Delayed Quote USD

ProShares Large Cap Core Plus (CSM)

59.80 +0.54 (+0.91%)
At close: May 31 at 3:46 PM EDT

ETF Summary

The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the index. The index is designed to replicate an investment strategy that establishes either long or short positions in the stocks of 500 leading large-cap U.S. companies (the "Universe") by applying a rules-based ranking and weighting methodology. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 8.46%
5y Average Return 13.46%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
CSMCategory AverageCSMCategory AverageCSMCategory Average
Alpha -0.57 -1.27 -1.72 -1.02 -1.26 -1.16
BETA 1.01 0.96 1.03 0.98 1.02 0.99
Mean Annual Return 0.73 0.65 1.07 1.07 1 0.97
R-squared 97.13 93.97 97.49 95.24 97.42 95.13
Standard Deviation 18.09 17.4 19.29 18.57 15.83 15.48
Sharpe Ratio 0.32 0.27 0.55 0.58 0.66 0.66
Treynor Ratio 4.28 3.46 9.03 9.77 9.46 9.57

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