Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRSIX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS I) | NA | -2.34% | -1.65% | -0.83% | NA | NA | NA | … | … |
Data as of 10/30/2019, Common starting date is 05/01/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRSIX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS I) | 05/01/2013 | 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 (%) | 0.00 | -2.34 | -1.65 | -0.83 | NA | NA | NA | … | … | 2.13 | -7.66 | -3.23 | 5.20 | -1.38 | -2.97 | 4.19 |
| Sharpe Ratio | NA | -0.30 | -0.21 | -0.13 | NA | NA | NA | … | … | 0.09 | -0.74 | -0.29 | 0.51 | -0.14 | -0.34 | 0.79 |
| Standard Deviation(%) | NA | 12.89 | 12.25 | 11.41 | NA | NA | NA | … | … | 11.81 | 12.19 | 13.33 | 9.72 | 10.25 | 8.80 | 7.95 |
| Draw Down(%) | NA | 11.46 | 20.99 | 20.99 | NA | NA | NA | … | … | 11.10 | 15.39 | 11.73 | 9.30 | 9.32 | 8.44 | 4.36 |
| 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 05/01/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRSIX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS I) |
-2.41%
Aug 2016 – Aug 2019 |
-2.10%
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 |
|---|---|---|---|---|
| VRSIX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS I) |
4.00%
Nov 2014 – Nov 2017 |
0.99%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart