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 11/03/2025
Price Return Total Return
YTD 15.0% 16.7%
1 Year 16.5% 18.6%
3 Years 73.3% 83.4%
5 Years 103.8% 126.3%
10 Years 221.4% 301.0%
Since Inception 368.5% 597.6%

Annualized Returns - through 11/03/2025
Price Return Total Return
3 Years 20.1% 22.4%
5 Years 15.3% 17.7%
10 Years 12.4% 14.9%
Since Inception 9.0% 11.5%

Standard Deviation - through 11/03/2025
Price Return Total Return
3 Years 12.6% 12.5%
5 Years 14.9% 14.8%
10 Years 15.1% 15.0%
Since Inception 15.4% 15.3%

Sharpe Ratio - through 11/03/2025
Price Return Total Return
3 Years 1.60 1.79
5 Years 1.03 1.19
10 Years 0.82 0.99
Since Inception 0.59 0.75

All returns in U.S. Dollars


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