Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRPIX (Stone Ridge Trust – US Master Variance Risk Premium Fund) | NA | -9.26% | -3.98% | -1.91% | NA | NA | NA | … | … |
Data as of 10/30/2019, Common starting date is 05/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRPIX (Stone Ridge Trust – US Master Variance Risk Premium Fund) | 05/23/2013 | 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 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | -9.26 | -3.98 | -1.91 | NA | NA | NA | … | … | 10.85 | -21.59 | 2.25 | 2.00 | 1.85 | -3.02 | 6.10 |
| Sharpe Ratio | NA | -0.60 | -0.38 | -0.22 | NA | NA | NA | … | … | 1.41 | -1.23 | 0.17 | 0.20 | 0.19 | -0.37 | 1.43 |
| Standard Deviation(%) | NA | 18.00 | 13.10 | 11.62 | NA | NA | NA | … | … | 8.25 | 18.59 | 9.47 | 8.93 | 9.39 | 8.15 | 7.14 |
| Draw Down(%) | NA | 23.28 | 29.99 | 29.99 | NA | NA | NA | … | … | 4.37 | 26.36 | 8.16 | 7.35 | 8.14 | 6.41 | 2.78 |
| 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 |
Data as of 10/30/2019, Common starting date is 05/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRPIX (Stone Ridge Trust – US Master Variance Risk Premium Fund) |
-6.49%
Dec 2015 – Dec 2018 |
-4.18%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRPIX (Stone Ridge Trust – US Master Variance Risk Premium Fund) |
3.55%
Nov 2014 – Nov 2017 |
1.92%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart