CSM differs substantially from its large-cap segment peers by including short equity exposure. It ranks each stock based on a quantitative 10-factor model, which looks at a stock's traditional and relative value, historical and expected growth, momentum, and size. It then assigns weights that add up to 130% long and 30% short positions that sum to 100% market exposure. The end result is a broad fund with roughly marketlike risk and a significant mid-cap tilt. Regarding sector biases and other holding analysis we show here, swaps and short positions can distort these values. The index is rebalanced monthly.
公司网站 :
https://www.proshares.com/our-etfs/strategic/csm
总经理:-
建立时间:2009
公司总部:ProShares Large Cap Core Plus
领域:Miscellaneous
行业:Investment trusts/Mutual funds