Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AVRPX (Stone Ridge All Asset Var Risk Premium F) | NA | -20.77% | -8.79% | -6.56% | NA | NA | NA | -6.28% |
Data as of 02/05/2021, AR inception is 04/15/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVRPX (Stone Ridge All Asset Var Risk Premium F) | 04/15/2015 | 02/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | -20.77 | -8.79 | -6.56 | NA | NA | NA | -6.28 | 1.55 | -23.98 | 5.30 | -12.56 | -3.63 | 2.04 | 3.42 |
| Sharpe Ratio | NA | -1.23 | -0.83 | -0.60 | NA | NA | NA | -0.51 | 2.66 | -1.43 | 0.68 | -1.27 | -0.29 | 0.18 | 0.48 |
| Standard Deviation(%) | NA | 16.96 | 11.71 | 12.20 | NA | NA | NA | 11.98 | 6.56 | 16.92 | 5.71 | 10.93 | 14.71 | 10.22 | 9.90 |
| Draw Down(%) | NA | 29.92 | 35.30 | 44.91 | NA | NA | NA | 44.91 | 1.13 | 31.05 | 6.14 | 15.41 | 13.32 | 5.47 | 6.63 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/05/2021, AR inception is 04/15/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVRPX (Stone Ridge All Asset Var Risk Premium F) |
-15.85%
Sep 2017 - Sep 2020 |
-8.08%
Sep 2015 - Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVRPX (Stone Ridge All Asset Var Risk Premium F) |
-2.02%
Aug 2015 - Aug 2018 |
-6.57%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart