Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRLIX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS I) | NA | -2.34% | 11.71% | 6.37% | NA | NA | NA | … | … |
Data as of 03/30/2023, Common starting date is 05/07/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRLIX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS I) | 05/07/2013 | 03/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.69 | -2.34 | 11.71 | 6.37 | NA | NA | NA | … | … | 6.80 | -10.66 | 11.40 | 7.24 | 15.47 | -9.54 | -2.10 | 2.35 | -2.01 | 0.22 | 3.98 |
| Sharpe Ratio | NA | -0.38 | 0.91 | 0.38 | NA | NA | NA | … | … | 2.55 | -0.87 | 1.10 | 0.34 | 1.86 | -1.02 | -0.19 | 0.26 | -0.19 | 0.03 | 0.84 |
| Standard Deviation(%) | NA | 13.46 | 11.81 | 13.05 | NA | NA | NA | … | … | 10.01 | 13.89 | 10.30 | 20.74 | 7.63 | 10.68 | 14.11 | 8.14 | 10.50 | 7.59 | 7.28 |
| Draw Down(%) | NA | 14.04 | 16.28 | 23.53 | NA | NA | NA | … | … | 2.93 | 16.28 | 6.96 | 23.53 | 4.67 | 14.74 | 12.96 | 6.36 | 8.09 | 5.02 | 2.95 |
| Yield(%) | 0.00 | 1.09 | 3.51 | 2.37 | 1.18 | 0.79 | 0.59 | … | … | 0.90 | 0.26 | 5.73 | 1.80 | 1.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.51 | 0.00 |
Data as of 03/30/2023, Common starting date is 05/07/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRLIX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS I) |
-4.84%
Mar 2017 – Mar 2020 |
-2.37%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRLIX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS I) |
13.78%
Dec 2018 – Dec 2021 |
5.57%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart