Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRFIX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS I) | NA | -4.60% | -1.56% | -5.54% | NA | NA | NA | … | … |
Data as of 12/16/2014, Common starting date is 10/29/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRFIX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS I) | 10/29/2008 | 12/16/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.85 | -4.60 | -1.56 | -5.54 | NA | NA | NA | … | … | -22.44 | -3.69 | 35.19 | 0.50 |
| Sharpe Ratio | NA | -0.76 | -0.24 | -0.18 | NA | NA | NA | … | … | -0.24 | -0.46 | 1.22 | 0.05 |
| Standard Deviation(%) | NA | 29.45 | 33.97 | 31.86 | NA | NA | NA | … | … | 23.45 | 13.79 | 28.66 | 58.35 |
| Draw Down(%) | NA | 23.50 | 23.50 | 31.87 | NA | NA | NA | … | … | 23.50 | 11.40 | 26.53 | 26.59 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.37 | 0.92 | 0.62 | 0.46 | … | … | 0.00 | 4.31 | 3.42 | 0.00 |
Data as of 12/16/2014, Common starting date is 10/29/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRFIX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRFIX (STONE RIDGE INTERNATIONAL DEVELOPED MARKETS VARIANCE RISK PREMIUM FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart