CSM - Credit Suisse 130/30 Holdings
CSM Tracks This Index: Credit Suisse 130/30 Large-Cap Index
Description: The methodology of the Credit Suisse 130/30 Index has two main components: the calculation of expected alpha scores for each large-cap stock in the universe and portfolio optimization. The expected alpha scores quantify the performance prospects for each stock; portfolio optimization attempts to ensure that the long/short portfolio maintains risk characteristics similar to the long-only large-cap universe.
Description: The methodology of the Credit Suisse 130/30 Index has two main components: the calculation of expected alpha scores for each large-cap stock in the universe and portfolio optimization. The expected alpha scores quantify the performance prospects for each stock; portfolio optimization attempts to ensure that the long/short portfolio maintains risk characteristics similar to the long-only large-cap universe.
- Issuer: ProShares
- Expense Ratio: 0.95%
- ETFdb Category: Long-Short
- ETF Home Page: CSM
- Inception: 2009-07-13
Data as of 2012-01-05CSM Top Ten Holdings
Total Holdings: 247 |
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CSM Asset Allocation
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