ProShares Large Cap Core Plus

10-Year Study

CSM.US · · US · ETF

Executive Summary: ProShares Large Cap Core Plus has compounded at 13.5% annually over the last 10 years, with a maximum drawdown of 23.5% and an annualized volatility of 13.9%.

1Y CAGR
+14.3%
3Y CAGR
+17.5%
5Y CAGR
+11.1%
10Y CAGR
+13.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +33.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-1.3-5.24.7————————-1.7%
20253.3-1.6-5.0-0.66.44.92.03.23.62.50.61.221.8%
20241.55.53.8-5.03.74.01.21.82.5-1.05.9-3.222.1%
20237.9-2.10.80.20.17.03.6-2.5-5.1-2.18.95.623.5%
2022-4.1-2.23.3-8.00.8-10.48.5-3.1-9.79.14.9-6.7-18.3%
20210.81.85.65.40.92.51.93.6-4.36.4-0.65.433.1%
2020-0.6-9.8-14.112.95.21.34.96.8-3.8-4.011.14.010.9%
20199.22.80.84.3-6.86.41.5-3.02.71.55.02.529.3%
20184.8-3.3-1.5-0.11.80.13.03.70.5-7.10.3-9.5-7.9%
20171.54.00.51.11.01.22.00.12.32.03.41.622.5%
2016————1.80.14.10.1-0.6-1.24.22.011.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 98.6% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110182.786341973677
2016-06-0110197.079205911925
2016-07-0110617.794390163624
2016-08-0110625.774948261636
2016-09-0110566.664712857717
2016-10-0110444.611770646876
2016-11-0110884.850015104448
2016-12-0111104.969137333232
2017-01-0111271.794363110885
2017-02-0111720.013165666467
2017-03-0111773.577589510753
2017-04-0111902.619156044711
2017-05-0112017.503122336997
2017-06-0112160.567025416049
2017-07-0112403.275184973107
2017-08-0112411.345918868838
2017-09-0112700.900405340211
2017-10-0112952.76140836561
2017-11-0113393.540707609485
2017-12-0113605.408744347105
2018-01-0114261.61802433845
2018-02-0113796.987226598254
2018-03-0113592.017638386036
2018-04-0113573.621775651634
2018-05-0113820.838725094573
2018-06-0113840.94792798561
2018-07-0114257.019058654847
2018-08-0114787.8388919198
2018-09-0114854.884597522872
2018-10-0113803.975850921373
2018-11-0113849.199013476775
2018-12-0112532.677454697934
2019-01-0113690.44452159485
2019-02-0114072.925167614265
2019-03-0114181.76735545947
2019-04-0114791.310660131929
2019-05-0113789.908426477417
2019-06-0114670.430003291416
2019-07-0114895.328442799238
2019-08-0114441.383477088586
2019-09-0114825.983254354362
2019-10-0115041.277971405256
2019-11-0115800.017133401569
2019-12-0116199.270477796463
2020-01-0116106.93046093359
2020-02-0114530.65751682906
2020-03-0112487.860083232263
2020-04-0114095.243677549382
2020-05-0114823.007453029682
2020-06-0115021.439295907372
2020-07-0115751.637817926048
2020-08-0116820.53663617222
2020-09-0116189.621667440675
2020-10-0115548.561921465898
2020-11-0117280.65864402653
2020-12-0117972.03648512776
2021-01-0118123.26129790026
2021-02-0118455.51402459094
2021-03-0119487.26041417744
2021-04-0120537.62810599263
2021-05-0120714.82354850782
2021-06-0121239.466339629107
2021-07-0121652.29114158051
2021-08-0122433.078286118787
2021-09-0121465.356712911824
2021-10-0122834.631113355485
2021-11-0122708.20464495534
2021-12-0123925.487738345906
2022-01-0122932.922732867723
2022-02-0122434.47601098341
2022-03-0123183.83689001709
2022-04-0121335.864267389275
2022-05-0121516.756917610885
2022-06-0119276.339223315856
2022-07-0120918.35032395655
2022-08-0120270.21177786094
2022-09-0118313.306791590207
2022-10-0119977.7716658626
2022-11-0120966.053320949188
2022-12-0119553.765064994208
2023-01-0121108.170378152212
2023-02-0120655.35260991303
2023-03-0120818.79624327627
2023-04-0120866.81485556092
2023-05-0120888.682486507445
2023-06-0122347.140750893865
2023-07-0123161.833995373978
2023-08-0122588.045394496574
2023-09-0121440.51328064061
2023-10-0120992.47482968046
2023-11-0122859.339281930123
2023-12-0124150.386177853725
2024-01-0124516.36465289081
2024-02-0125874.502342316344
2024-03-0126848.35586976812
2024-04-0125500.18260599038
2024-05-0126432.87088178404
2024-06-0127495.72792158313
2024-07-0127837.043315944436
2024-08-0128333.50617027896
2024-09-0129049.817619449117
2024-10-0128765.40315344765
2024-11-0130449.616527420207
2024-12-0129487.711293166027
2025-01-0130446.280022904655
2025-02-0129969.250052978285
2025-03-0128481.75518172678
2025-04-0128307.44536473856
2025-05-0130126.65190789444
2025-06-0131589.93457745876
2025-07-0132208.54054980184
2025-08-0133230.593041133696
2025-09-0134412.61739761666
2025-10-0135288.99088773564
2025-11-0135504.736483775116
2025-12-0135926.03781071199
2026-01-0136038.757557859055
2026-02-0135578.86098949903
2026-03-0133734.76592617307
2026-04-0135308.33359634608
Annual Return Matrix
YearAnnual Return
20170.22516403027251752
2018-0.07884594353660113
20190.29256262569209346
20200.10943492855194537
20210.3312619167084798
2022-0.1827224055434843
20230.23507601209183715
20240.22100371712509959
20250.21833930933249768
2026-0.017193775100401654
Total Factor Risk
0.13884205951815076
VTI.US Exposure
0.9856716381473096
VEA.US Exposure
0.020458778715179708
VWO.US Exposure
-0.009812507116652276
QQQ.US Exposure
-0.13657262328792835
VTV.US Exposure
0.10250048449197861
IJR.US Exposure
-0.05803549673989892
QUAL.US Exposure
0.08935445726156825
SHV.US Exposure
0.000029455957914690903
TLT.US Exposure
0.012596396872417124
LQD.US Exposure
-0.019315561864252227
HYG.US Exposure
0.05539334006628923
GLD.US Exposure
-0.00014776171015138428
USO.US Exposure
-0.0002900383104721585
VNQ.US Exposure
-0.03609499249254476
BTC-USD.CC Exposure
-0.004498212932228903
CPER.US Exposure
0.001291268348106841
VIX.INDX Exposure
-0.018033205898995555
UUP.US Exposure
-0.00873885411558169
TIP.US Exposure
-0.010242955960307899
Idiosyncratic Exposure
0.0344863905682502
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$96
Avg Yield on Cost
0.96%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$96.040.96%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
70
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+8.6%
50.0% retracement+12.9%
61.8% retracement+17.4%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is ProShares Large Cap Core Plus a high-risk investment?

ProShares Large Cap Core Plus (CSM.US) has an annualized volatility of 13.9% and experienced a maximum drawdown of 23.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CSM.US?

Over the past 10 years, CSM.US has generated a Compound Annual Growth Rate (CAGR) of 13.5%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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