Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRFMX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS M) | NA | 6.24% | 0.21% | 0.12% | NA | NA | NA | … | … |
Data as of 10/30/2019, Common starting date is 02/13/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRFMX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS M) | 02/13/2014 | 10/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.24 | 0.21 | 0.12 | NA | NA | NA | … | … | 9.10 | -7.10 | -3.62 | 3.22 | -0.41 | -3.30 |
| Sharpe Ratio | NA | 0.71 | -0.10 | -0.06 | NA | NA | NA | … | … | 1.71 | -0.94 | -0.34 | 0.33 | -0.04 | -0.57 |
| Standard Deviation(%) | NA | 6.66 | 9.50 | 9.78 | NA | NA | NA | … | … | 5.58 | 8.97 | 12.66 | 9.13 | 10.90 | 6.59 |
| Draw Down(%) | NA | 5.35 | 18.21 | 18.21 | NA | NA | NA | … | … | 4.31 | 9.04 | 12.38 | 9.76 | 10.26 | 8.02 |
| 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 |
Data as of 10/30/2019, Common starting date is 02/13/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRFMX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS M) |
-2.81%
Mar 2015 – Mar 2018 |
-1.63%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRFMX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS M) |
3.59%
Oct 2014 – Oct 2017 |
-0.47%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart