Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRGMX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS M) | NA | 1.24% | -0.64% | NA | NA | NA | NA | … | … |
Data as of 10/30/2019, Common starting date is 12/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRGMX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS M) | 12/01/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 1.24 | -0.64 | NA | NA | NA | NA | … | … | 9.75 | -11.86 | 1.30 | 2.04 | -1.41 | -0.40 |
| Sharpe Ratio | NA | -0.03 | -0.20 | NA | NA | NA | NA | … | … | 1.63 | -1.40 | 0.07 | 0.23 | -0.15 | -0.64 |
| Standard Deviation(%) | NA | 8.27 | 8.63 | NA | NA | NA | NA | … | … | 6.32 | 9.45 | 9.56 | 8.10 | 9.50 | 7.33 |
| Draw Down(%) | NA | 11.64 | 20.56 | NA | NA | NA | NA | … | … | 4.16 | 15.32 | 8.92 | 8.07 | 9.59 | 3.08 |
| 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 |
Data as of 10/30/2019, Common starting date is 12/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRGMX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS M) |
-3.05%
Dec 2015 – Dec 2018 |
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 |
|---|---|---|---|---|
| VRGMX (STONE RIDGE GLOBAL EQUITY VARIANCE RISK PREMIUM MASTER FUND CLASS M) |
1.76%
Sep 2015 – Sep 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart