MarketGrader US Large Cap Value Index



Calendar Year Total Returns
INDEX MG US Large Cap Value (PR) MG US Large Cap Value (TR)
2025 14.9% 16.6%
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%
Cumulative Returns - through 11/24/2025
Price Return Total Return
YTD 14.8% 16.6%
1 Year 12.1% 14.1%
3 Years 58.6% 67.7%
5 Years 87.5% 108.1%
10 Years 225.5% 305.4%
Since Inception 367.9% 597.3%

Annualized Returns - through 11/24/2025
Price Return Total Return
3 Years 16.6% 18.8%
5 Years 13.4% 15.8%
10 Years 12.5% 15.0%
Since Inception 9.0% 11.4%

Standard Deviation - through 11/24/2025
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 11/24/2025
Price Return Total Return
3 Years 1.32 1.50
5 Years 0.90 1.07
10 Years 0.83 1.00
Since Inception 0.58 0.74

All returns in U.S. Dollars


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