MarketGrader US Large Cap Value Index



Calendar Year Total Returns
INDEX MG US Large Cap Value (PR) MG US Large Cap Value (TR)
2024 22.6% 24.7%
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 12/26/2024
Price Return Total Return
YTD 22.6% 24.7%
1 Year 21.9% 24.1%
3 Years 32.6% 41.3%
5 Years 78.3% 99.7%
10 Years 177.6% 247.9%
Since Inception 315.0% 508.9%

Annualized Returns - through 12/26/2024
Price Return Total Return
3 Years 10.2% 12.6%
5 Years 12.3% 14.8%
10 Years 10.7% 13.3%
Since Inception 8.7% 11.2%

Standard Deviation - through 12/26/2024
Price Return Total Return
3 Years 15.3% 15.3%
5 Years 17.1% 17.0%
10 Years 15.1% 15.1%
Since Inception 15.5% 15.4%

Sharpe Ratio - through 12/26/2024
Price Return Total Return
3 Years 0.67 0.82
5 Years 0.72 0.87
10 Years 0.71 0.88
Since Inception 0.56 0.73

All returns in U.S. Dollars


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