See what your fund actually adds
ProShares Large Cap Core Plus CSM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CSM | Replication |
|---|---|---|
| Annualized growth | 12.5% | 13.9% |
| Annualized volatility | 16.4% | 16.8% |
| Sharpe ratio | 0.80 | 0.86 |
| Maximum drawdown | 23.3% | 24.0% |
| Replication fit (R²) | 0.98 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model CSM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 48.3% |
| LRGF | Factor · Multi-Factor | 19.8% |
| VTI | US Broad Market | 12.0% |
| XLK | Sector · Technology | 10.4% |
| XLF | Sector · Financials | 9.5% |