MarketGrader US Consumer Discretionary Index

EW = Equally Weighted MCW = Market Cap Weighted PR = Price Return TR = Total Return


Calendar Year Total Returns
INDEX MG US Consumer Discretionary (PR) - EW MG US Consumer Discretionary (TR) - EW MG US Consumer Discretionary (PR) - MCW MG US Consumer Discretionary (TR) - MCW
2024 11.5% 13.7% 15.9% 18.2%
2023 30.1% 33.1% 25.6% 29.1%
2022 -13.0% -11.0% -15.2% -13.2%
2021 30.7% 32.9% 26.2% 27.7%
2020 19.2% 22.0% 25.3% 27.7%
2019 30.1% 32.4% 33.4% 35.6%
2018 -10.9% -9.2% -10.2% -8.8%
2017 26.9% 28.5% 20.6% 22.4%
2016 8.8% 10.4% 7.2% 9.0%
2015 -1.8% -0.5% 4.2% 5.8%
2014 10.9% 12.1% 12.3% 14.0%
2013 40.8% 42.4% 34.0% 36.0%
Cumulative Returns - through 04/18/2025
EW PR EW TR MCW PR MCW TR
YTD -12.8% -12.5% -11.0% -10.7%
1 Year -3.0% -1.6% -1.1% 0.8%
3 Years 24.6% 32.6% 26.0% 35.0%
5 Years 125.3% 147.8% 91.7% 111.0%
10 Years 154.4% 204.8% 169.2% 221.3%
Since Inception 457.4% 644.3% 496.6% 704.2%

Annualized Returns - through 04/18/2025
EW PR EW TR MCW PR MCW TR
3 Years 7.6% 9.9% 8.0% 10.5%
5 Years 17.6% 19.9% 13.9% 16.1%
10 Years 9.8% 11.8% 10.4% 12.4%
Since Inception 10.4% 12.3% 10.9% 12.8%

Standard Deviation - through 04/18/2025
EW PR EW TR MCW PR MCW TR
3 Years 23.3% 23.2% 21.3% 21.1%
5 Years 22.4% 22.3% 19.8% 19.6%
10 Years 20.3% 20.2% 16.9% 16.8%
Since Inception 20.8% 20.7% 17.8% 17.7%

Sharpe Ratio - through 04/18/2025
EW PR EW TR MCW PR MCW TR
3 Years 0.33 0.43 0.38 0.50
5 Years 0.79 0.89 0.70 0.82
10 Years 0.48 0.58 0.62 0.74
Since Inception 0.50 0.59 0.61 0.72

All returns in U.S. Dollars


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