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VRIIX: STONE RIDGE INTERNATIONAL VARIANCE RISK PREMIUM MASTER FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Target Date 2050+ |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/29/2008 |
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 10/29/2008 |
2014 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.3 | -24.2 | -8.8 | -6.0 | 0.2 | -24.2 | -3.9 | 37.7 | 0.6 |
Sharpe Ratio | NA | -0.98 | -0.36 | -0.29 | 0.0 | -0.25 | -0.47 | 1.28 | 0.06 |
Draw Down(%) | NA | 24.5 | 24.5 | 33.1 | 33.1 | 24.5 | 11.9 | 26.6 | 26.7 |
Standard Deviation(%) | NA | 24.6 | 24.6 | 20.9 | 28.2 | 24.6 | 14.4 | 29.4 | 58.6 |
Treynor Ratio | NA | 0.73 | 0.27 | 0.22 | 0.02 | 0.19 | -0.12 | 0.33 | 0.03 |
Alpha | NA | -0.02 | -0.02 | -0.03 | 0.01 | -0.02 | -0.04 | 0.02 | 0.0 |
Beta | NA | -0.33 | -0.33 | -0.28 | 0.06 | -0.33 | 0.56 | 1.16 | 1.09 |
RSquared | NA | 0.85 | 0.85 | 0.49 | 0.01 | 0.85 | 0.56 | 0.96 | 0.98 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/29/2008
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