Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRPMX (STONE RIDGE U.S. VARIANCE RISK PREMIUM MASTER FUND CLASS M) | NA | -9.40% | -4.09% | -1.93% | 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 |
|---|---|---|
| VRPMX (STONE RIDGE U.S. VARIANCE RISK PREMIUM MASTER FUND CLASS M) | 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 | -9.40 | -4.09 | -1.93 | NA | NA | NA | … | … | 10.80 | -21.76 | 2.25 | 1.82 | 1.65 | 1.79 | 9.74 |
| Sharpe Ratio | NA | -0.61 | -0.39 | -0.23 | NA | NA | NA | … | … | 1.40 | -1.25 | 0.17 | 0.18 | 0.17 | 0.22 | 2.38 |
| Standard Deviation(%) | NA | 17.95 | 13.06 | 11.57 | NA | NA | NA | … | … | 8.26 | 18.54 | 9.37 | 8.88 | 9.34 | 7.89 | 6.93 |
| Draw Down(%) | NA | 23.39 | 30.06 | 30.06 | NA | NA | NA | … | … | 4.30 | 26.55 | 8.03 | 7.36 | 8.15 | 5.36 | 2.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.10 | 0.85 | 0.57 | 0.43 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.81 | 3.45 |
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 |
|---|---|---|---|---|
| VRPMX (STONE RIDGE U.S. VARIANCE RISK PREMIUM MASTER FUND CLASS M) |
-6.61%
Dec 2015 – Dec 2018 |
-3.36%
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 |
|---|---|---|---|---|
| VRPMX (STONE RIDGE U.S. VARIANCE RISK PREMIUM MASTER FUND CLASS M) |
4.57%
Aug 2013 – Aug 2016 |
3.14%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart