Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRGIX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS I) | NA | -2.40% | -0.81% | -5.90% | NA | NA | NA | … | … |
Data as of 12/16/2014, Common starting date is 10/24/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRGIX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS I) | 10/24/2008 | 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 (%) | -2.21 | -2.40 | -0.81 | -5.90 | NA | NA | NA | … | … | -23.79 | -3.70 | 35.37 | 6.93 |
| Sharpe Ratio | NA | -0.16 | -0.05 | -0.09 | NA | NA | NA | … | … | -0.05 | -0.46 | 1.20 | 0.72 |
| Standard Deviation(%) | NA | 152.28 | 185.50 | 65.09 | NA | NA | NA | … | … | 112.52 | 13.77 | 29.47 | 61.79 |
| Draw Down(%) | NA | 23.79 | 23.79 | 32.14 | NA | NA | NA | … | … | 23.79 | 11.38 | 27.32 | 26.46 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.76 | 0.55 | 0.36 | 0.27 | … | … | 0.00 | 1.54 | 3.03 | 0.00 |
Data as of 12/16/2014, Common starting date is 10/24/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRGIX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER 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 |
|---|---|---|---|---|
| VRGIX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart