CSM Performance — ProShares Large Cap Core Plus
Data updated: 2026-08-14
CSM returned +9.73% year to date and +30.72% over one year to May 2026. Annualised returns are +23.62% over 3 years and +13.72% over 5 years. The fund beat its Core Bond category average: $100 invested three years ago grew to $189, against $121 for the category, and to $131 over one year, against $108. Volatility over the past three years was 13.46% a year. In the 12 months to May 2026 the fund lost a net $25.6M, and assets reached $524.00M.
CSM Growth of $100
What $100 invested in ProShares Large Cap Core Plus grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Core Bond category average over the same months.
| Period | CSM | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $131 | $108 |
| 3 years (Jun 2023 – May 2026) | $189 | $121 |
| 5 years (Jun 2021 – May 2026) | $190 | $112 |
| Since data start (Sep 2019 – May 2026) | $272 | $124 |
CSM Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.73% |
| 1 year | +30.72% |
| 3 years (annualised) | +23.62% |
| 5 years (annualised) | +13.72% |
CSM Annual Returns
Calendar-year total returns of ProShares Large Cap Core Plus, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +9.73% |
| 2025 | +21.65% |
| 2024 | +22.13% |
| 2023 | +23.14% |
| 2022 | −17.85% |
| 2021 | +32.74% |
| 2020 | +11.01% |
| 2019 (Sep–Dec) | +12.13% |
CSM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.5% | −1.2% | −4.7% | +9.9% | +5.5% | — | — | — | — | — | — | — |
| 2025 | +3.3% | −1.5% | −4.9% | −0.8% | +6.4% | +4.9% | +2.1% | +3.2% | +3.4% | +2.5% | +0.6% | +1.1% |
| 2024 | +1.5% | +5.4% | +3.8% | −5.0% | +3.9% | +3.8% | +1.4% | +1.8% | +2.6% | −0.9% | +5.6% | −3.0% |
| 2023 | +7.7% | −2.4% | +1.1% | +0.3% | −0.2% | +7.2% | +3.7% | −2.5% | −5.0% | −2.1% | +8.9% | +5.6% |
| 2022 | −3.9% | −2.1% | +3.0% | −7.7% | +0.7% | −10.1% | +8.5% | −3.5% | −9.5% | +9.2% | +5.2% | −6.7% |
| 2021 | +1.1% | +1.1% | +5.9% | +5.5% | +0.8% | +2.5% | +2.2% | +3.4% | −4.1% | +6.1% | −0.5% | +5.1% |
| 2020 | −0.7% | −9.2% | −14.3% | +13.0% | +4.6% | +1.5% | +5.0% | +6.8% | −4.1% | −3.6% | +11.1% | +4.0% |
| 2019 | — | — | — | — | — | — | — | — | +2.6% | +1.7% | +4.8% | +2.6% |
CSM Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 13.46%
- 3-year Sharpe ratio: 1.42 (vs 4.5% risk-free rate)
- Best month: +9.90% (Apr 2026)
- Worst month: −5.03% (Apr 2024)
CSM Fund Flows
Monthly money in and out of ProShares Large Cap Core Plus, from SEC Form N-PORT.
- 12-month net flow: −$25.6M
- 12-month gross sales (incl. reinvestments): $57.1M
- Sales ÷ redemptions: 0.69×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $0 | $2.6M | −$2.6M |
| Apr 2026 | $0 | $2.3M | −$2.3M |
| Mar 2026 | $0 | $2.2M | −$2.2M |
| Feb 2026 | $793K | $6.3M | −$5.5M |
| Jan 2026 | $5.6M | $1.6M | $4.0M |
| Dec 2025 | $3.9M | $7.1M | −$3.2M |
| Nov 2025 | $0 | $2.4M | −$2.4M |
| Oct 2025 | $15.4M | $18.8M | −$3.4M |
| Sep 2025 | $16.1M | $19.7M | −$3.6M |
| Aug 2025 | $15.2M | $16.9M | −$1.7M |
| Jul 2025 | $0 | $1.4M | −$1.4M |
| Jun 2025 | $0 | $1.4M | −$1.4M |
CSM Assets Under Management
Net assets of ProShares Large Cap Core Plus by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $524.00M |
| 2026-02-28 | $482.80M |
| 2025-11-30 | $486.98M |
| 2025-08-31 | $466.96M |
| 2025-05-31 | $433.80M |
| 2025-02-28 | $470.96M |
| 2024-11-30 | $480.79M |
| 2024-08-31 | $462.15M |
| 2024-05-31 | $432.76M |
| 2024-02-29 | $417.86M |
| 2023-11-30 | $392.49M |
| 2023-08-31 | $396.18M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.