Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SREIX (STONE RIDGE REINSURANCE RISK PREMIUM FUND CLASS I) | NA | -1.30% | -1.15% | -0.22% | -0.11% | NA | NA | … | … |
Data as of 01/20/2017, Common starting date is 02/10/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SREIX (STONE RIDGE REINSURANCE RISK PREMIUM FUND CLASS I) | 02/10/2004 | 01/20/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.30 | -1.15 | -0.22 | -0.11 | NA | NA | … | … | 0.00 | -1.10 | -0.30 | -1.76 | 18.86 | 27.10 | 17.92 | -48.05 | -40.18 | 13.56 | -6.25 | 8.03 |
| Sharpe Ratio | NA | -0.22 | -0.19 | 0.23 | 0.07 | NA | NA | … | … | 0.00 | -0.20 | -0.08 | -0.26 | 0.04 | 0.96 | 0.25 | -0.60 | -1.36 | 0.58 | -0.50 | 0.42 |
| Standard Deviation(%) | NA | 6.98 | 6.36 | 8.89 | 8.71 | NA | NA | … | … | 0.00 | 6.65 | 4.04 | 6.82 | 16.19 | 28.02 | 71.04 | 81.57 | 31.78 | 17.70 | 16.97 | 18.97 |
| Draw Down(%) | NA | 5.72 | 7.74 | 7.74 | 7.74 | NA | NA | … | … | 0.00 | 5.72 | 3.76 | 6.53 | 2.49 | 16.88 | 47.10 | 72.16 | 46.06 | 14.79 | 14.91 | 18.72 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/20/2017, Common starting date is 02/10/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SREIX (STONE RIDGE REINSURANCE RISK PREMIUM FUND CLASS I) |
-1.06%
Dec 2013 – Dec 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SREIX (STONE RIDGE REINSURANCE RISK PREMIUM FUND CLASS I) |
0.60%
Jun 2013 – Jun 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart