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 05/09/2025
Price Return Total Return
YTD -7.8% -7.3%
1 Year -3.1% -1.4%
3 Years 28.9% 37.0%
5 Years 86.6% 107.5%
10 Years 150.6% 213.3%
Since Inception 275.5% 454.4%

Annualized Returns - through 05/09/2025
Price Return Total Return
3 Years 8.8% 11.1%
5 Years 13.2% 15.6%
10 Years 9.5% 12.0%
Since Inception 7.9% 10.3%

Standard Deviation - through 05/09/2025
Price Return Total Return
3 Years 15.5% 15.5%
5 Years 14.8% 14.8%
10 Years 15.3% 15.2%
Since Inception 15.5% 15.4%

Sharpe Ratio - through 05/09/2025
Price Return Total Return
3 Years 0.57 0.72
5 Years 0.89 1.05
10 Years 0.62 0.79
Since Inception 0.51 0.67

All returns in U.S. Dollars


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