Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHRMX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS M) | 1.57% | 12.17% | 13.86% | 9.40% | 4.29% | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 02/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHRMX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS M) | 02/04/2013 | 06/11/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 12.17 | 13.86 | 9.40 | 4.29 | NA | NA | … | … | 1.57 | 1.45 | 16.59 | 21.12 | -3.56 | 1.73 | 6.69 | -0.33 | -2.15 | -6.52 | -0.50 | -0.40 | -1.47 | 2.10 |
| Sharpe Ratio | NA | 4.12 | 2.70 | 1.41 | 0.45 | NA | NA | … | … | 0.30 | -0.22 | 1.66 | 7.71 | -0.62 | 0.69 | 3.13 | -0.45 | -0.61 | -0.63 | -0.11 | -0.10 | -0.21 | 0.64 |
| Standard Deviation(%) | NA | 2.34 | 3.96 | 4.88 | 5.85 | NA | NA | … | … | 3.07 | 6.58 | 6.04 | 2.21 | 8.03 | 2.49 | 2.06 | 3.83 | 5.74 | 11.46 | 6.34 | 4.37 | 7.23 | 3.54 |
| Draw Down(%) | NA | 1.87 | 6.90 | 12.71 | 17.99 | NA | NA | … | … | 1.87 | 5.02 | 6.90 | 1.00 | 12.71 | 1.96 | 1.77 | 2.71 | 5.62 | 14.43 | 5.59 | 4.13 | 6.77 | 2.95 |
| Yield(%) | 0.00 | 10.72 | 12.52 | 9.03 | 4.71 | 3.18 | 2.39 | … | … | 0.00 | 12.83 | 14.31 | 13.14 | 3.53 | 4.34 | 6.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/11/2026, Common starting date is 02/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHRMX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS M) |
-5.70%
Sep 2014 – Sep 2017 |
-3.11%
Aug 2014 – Aug 2019 |
0.03%
Mar 2013 – Mar 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHRMX (STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS M) |
18.44%
Sep 2022 – Sep 2025 |
9.80%
Feb 2021 – Feb 2026 |
4.33%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart