MarketGrader US Large Cap Value Index



Calendar Year Total Returns
INDEX MG US Large Cap Value (PR) MG US Large Cap Value (TR)
2024 20.3% 22.4%
2023 20.7% 23.3%
2022 -10.4% -8.1%
2021 23.0% 25.9%
2020 9.5% 12.4%
2019 27.0% 30.0%
2018 -4.5% -2.4%
2017 20.2% 22.7%
2016 13.8% 16.4%
2015 -4.7% -2.5%
2014 9.8% 12.2%
2013 30.2% 33.0%
Cumulative Returns - through 04/18/2025
Price Return Total Return
YTD -12.2% -11.7%
1 Year -3.6% -2.0%
3 Years 15.5% 22.8%
5 Years 82.0% 102.7%
10 Years 143.9% 205.1%
Since Inception 257.7% 427.7%

Annualized Returns - through 04/18/2025
Price Return Total Return
3 Years 4.9% 7.1%
5 Years 12.7% 15.2%
10 Years 9.3% 11.8%
Since Inception 7.6% 10.1%

Standard Deviation - through 04/18/2025
Price Return Total Return
3 Years 16.4% 16.3%
5 Years 16.1% 16.0%
10 Years 15.4% 15.4%
Since Inception 15.6% 15.5%

Sharpe Ratio - through 04/18/2025
Price Return Total Return
3 Years 0.30 0.43
5 Years 0.79 0.95
10 Years 0.60 0.77
Since Inception 0.49 0.65

All returns in U.S. Dollars


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