CSM
ProShares Large Cap Core Plus
Credit Suisse 130/30 TR USD
NAV as of
4 Week: 45.30 - 48.18
52 Week: 42.25 - 54.02
Latest Closing Price
47.01
Premium / Discount
0.18
Expense Ratio
0.45%
Investment Objective
The investment seeks investment results, before fees and expenses, that track the performance of the Credit Suisse 130/30 Large Cap Index (the "index"). 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.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 6.15 | 1.11 | 5.54 |
| 1 Day | 1.40 | 0.00 | 0.00 |
| 1 Week | 3.91 | 1.11 | 3.52 |
| 1 Month | 0.49 | 5.62 | 0.09 |
| 3 Months | 6.15 | 8.81 | 0.70 |
| 6 Months | 12.83 | 15.50 | 0.83 |
| 1 Year | -11.43 | 23.52 | -0.49 |
| 2 Years | -47.77 | 75.40 | -0.63 |
| 3 Years | -19.48 | 78.61 | -0.25 |
| 5 Years | -28.35 | 85.85 | -0.33 |
| 10 Years | -35.03 | 113.83 | -0.31 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 35.7901 | 16.1230 | -0.4572 | 13.7814 | 22.5018 | -7.8350 | 29.2367 | 11.0059 | 32.7359 | -17.8528 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 1.0000 | 4.0000 | 48.0000 | 12.0000 | 21.0000 | 76.0000 | 57.0000 | 81.0000 | 5.0000 | 47.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 21/03/2023 | 28/03/2023 | 0.1416 |
| 21/12/2022 | 29/12/2022 | 0.2039 |
| 20/09/2022 | 27/09/2022 | 0.1406 |
| 21/06/2022 | 28/06/2022 | 0.1386 |
| 22/03/2022 | 29/03/2022 | 0.1327 |
| 22/12/2021 | 30/12/2021 | 0.1424 |
| 21/09/2021 | 28/09/2021 | 0.1784 |
| 21/06/2021 | 28/06/2021 | 0.1927 |
| 22/03/2021 | 29/03/2021 | 0.2117 |
| 22/09/2020 | 29/09/2020 | 0.2160 |
Portfolio Data
Total Number of Holdings: 321
Number of Bond Holdings: 0
Number of Equity Holdings: 317
Total Market Value: 760,310,188
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Credit Suisse 130/30 Large Cap Long Sub-Index Swap | 22.4081 | 34,190 | -239 | 102,950,193 |
| 2 | Credit Suisse 130/30 Large Cap Long Sub-Index Swap | 12.8871 | 19,663 | 342 | 59,207,653 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 30.10 |
| Large | 24.35 |
| Medium | 38.86 |
| Small | 1.37 |
| Micro | 0.18 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
15.4879
Price/Book*
2.7753
Price/Sales*
1.4687
Price/Cash Flow*
9.0550
Dividend Yield*
1.8519
Growth Measures
Long-Term Earnings
12.0883
Historical Earnings
24.6823
Sales Growth
4.1868
Cash-Flow Growth
9.9557
Book-Value Growth
4.2455
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
