Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRLMX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS M) | NA | -2.58% | 11.52% | 6.23% | NA | NA | NA | … | … |
Data as of 03/30/2023, Common starting date is 05/09/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRLMX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS M) | 05/09/2013 | 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 (%) | 0.70 | -2.58 | 11.52 | 6.23 | NA | NA | NA | … | … | 6.77 | -10.81 | 11.16 | 7.14 | 15.53 | -9.17 | -2.50 | 2.26 | -2.12 | 27.07 | 45.13 |
| Sharpe Ratio | NA | -0.39 | 0.90 | 0.37 | NA | NA | NA | … | … | 2.54 | -0.88 | 1.08 | 0.33 | 1.87 | -0.98 | -0.22 | 0.25 | -0.20 | 2.28 | 4.89 |
| Standard Deviation(%) | NA | 13.45 | 11.81 | 13.06 | NA | NA | NA | … | … | 10.00 | 13.88 | 10.35 | 20.79 | 7.60 | 10.67 | 14.20 | 8.23 | 10.55 | 11.87 | 15.92 |
| Draw Down(%) | NA | 14.13 | 16.27 | 23.56 | NA | NA | NA | … | … | 2.88 | 16.27 | 7.12 | 23.56 | 4.62 | 14.53 | 13.06 | 6.29 | 8.04 | 4.87 | 3.05 |
| Yield(%) | 0.00 | 1.00 | 3.50 | 2.32 | 7.20 | 4.80 | 3.60 | … | … | 0.91 | 0.18 | 5.79 | 1.84 | 1.51 | 0.00 | 0.00 | 0.00 | 0.00 | 25.06 | 35.11 |
Data as of 03/30/2023, Common starting date is 05/09/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRLMX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS M) |
-5.00%
Mar 2017 – Mar 2020 |
-2.54%
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 |
|---|---|---|---|---|
| VRLMX (STONE RIDGE U.S. LARGE CAP VARIANCE RISK PREMIUM FUND CLASS M) |
20.82%
Jun 2013 – Jun 2016 |
10.86%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart