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VRGIX: STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Target Date 2036-2040 |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/24/2008 |
Last Dividend Date: | 05/27/2010 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 12/16/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/24/2008 |
2014 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.2 | -23.8 | -8.7 | -5.9 | 1.0 | -23.8 | -3.7 | 35.4 | 6.9 |
Sharpe Ratio | NA | -0.16 | -0.05 | -0.09 | 0.03 | -0.05 | -0.46 | 1.2 | 0.72 |
Draw Down(%) | NA | 23.8 | 23.8 | 32.1 | 32.1 | 23.8 | 11.4 | 27.3 | 26.5 |
Standard Deviation(%) | NA | 152.3 | 185.5 | 65.1 | 36.9 | 112.5 | 13.8 | 29.5 | 61.8 |
Treynor Ratio | NA | 0.59 | 0.18 | 0.11 | -0.16 | 0.2 | -0.12 | 0.3 | 0.48 |
Alpha | NA | -0.37 | -0.39 | -0.05 | 0.03 | -0.33 | -0.03 | 0.01 | 0.04 |
Beta | NA | -0.4 | -0.47 | -0.54 | -0.06 | -0.31 | 0.54 | 1.16 | 0.91 |
RSquared | NA | 0.99 | 0.99 | 0.82 | 0.01 | 0.99 | 0.56 | 0.96 | 0.69 |
Yield(%) | N/A | N/A | 0.0 | 0.8 | N/A | 0.0 | 1.5 | 3.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | N/A | N/A | N/A | -32.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/24/2008
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See Target Date 2036-2040 Asset Class Trend Rankings |
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