Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHRIX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I) | 1.46% | 12.43% | 14.03% | 9.50% | 4.84% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 02/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHRIX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I) | 02/04/2013 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 12.43 | 14.03 | 9.50 | 4.84 | NA | NA | … | … | 1.46 | 13.10 | 16.74 | 21.06 | -3.36 | 1.87 | 6.88 | 4.59 | -2.15 | -6.62 | -0.50 | -0.40 | -1.57 | 2.20 |
| Sharpe Ratio | NA | 4.11 | 2.51 | 1.38 | 0.53 | NA | NA | … | … | 0.26 | 5.92 | 1.93 | 8.11 | -0.60 | 0.76 | 3.29 | 1.16 | -0.61 | -0.61 | -0.11 | -0.10 | -0.22 | 0.67 |
| Standard Deviation(%) | NA | 2.38 | 4.36 | 5.07 | 5.99 | NA | NA | … | … | 3.15 | 1.73 | 6.80 | 2.17 | 8.04 | 2.42 | 2.01 | 2.68 | 5.77 | 12.04 | 6.40 | 4.42 | 7.22 | 3.58 |
| Draw Down(%) | NA | 1.87 | 6.91 | 12.69 | 17.99 | NA | NA | … | … | 1.87 | 1.22 | 6.91 | 1.00 | 12.69 | 1.96 | 1.72 | 1.96 | 5.73 | 14.43 | 5.59 | 4.22 | 6.77 | 2.95 |
| Yield(%) | 0.00 | 10.87 | 12.70 | 9.15 | 5.23 | 3.54 | 2.65 | … | … | 0.00 | 12.99 | 14.54 | 13.20 | 3.63 | 4.47 | 6.36 | 5.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/03/2026, Common starting date is 02/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHRIX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I) |
-5.69%
Sep 2014 – Sep 2017 |
-2.63%
Aug 2014 – Aug 2019 |
0.54%
Mar 2013 – Mar 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHRIX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I) |
18.54%
Sep 2022 – Sep 2025 |
9.93%
Feb 2021 – Feb 2026 |
4.92%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart