Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRIIX (STONE RIDGE INTERNATIONAL VARIANCE RISK PREMIUM MASTER FUND CLASS I) | NA | -5.50% | -1.87% | -6.00% | 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 |
|---|---|---|
| VRIIX (STONE RIDGE INTERNATIONAL VARIANCE RISK PREMIUM MASTER 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 (%) | -2.28 | -5.50 | -1.87 | -6.00 | NA | NA | NA | … | … | -24.16 | -3.92 | 37.74 | 0.59 |
| Sharpe Ratio | NA | -0.98 | -0.36 | -0.29 | NA | NA | NA | … | … | -0.25 | -0.47 | 1.28 | 0.06 |
| Standard Deviation(%) | NA | 24.65 | 24.65 | 20.88 | NA | NA | NA | … | … | 24.65 | 14.42 | 29.37 | 58.61 |
| Draw Down(%) | NA | 24.48 | 24.48 | 33.08 | NA | NA | NA | … | … | 24.48 | 11.85 | 26.57 | 26.70 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.49 | 1.03 | 0.68 | 0.51 | … | … | 0.00 | 3.98 | 4.80 | 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 |
|---|---|---|---|---|
| VRIIX (STONE RIDGE INTERNATIONAL 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 |
|---|---|---|---|---|
| VRIIX (STONE RIDGE INTERNATIONAL VARIANCE RISK PREMIUM MASTER FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart