Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VRSMX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS M) | NA | -2.36% | -1.79% | -0.90% | NA | NA | NA | … | … |
Data as of 10/30/2019, Common starting date is 05/09/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VRSMX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS M) | 05/09/2013 | 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 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | -2.36 | -1.79 | -0.90 | NA | NA | NA | … | … | 2.15 | -7.83 | -3.44 | 4.92 | -1.48 | 23.83 | 46.78 |
| Sharpe Ratio | NA | -0.30 | -0.22 | -0.14 | NA | NA | NA | … | … | 0.09 | -0.75 | -0.30 | 0.48 | -0.15 | 1.84 | 5.03 |
| Standard Deviation(%) | NA | 12.80 | 12.32 | 11.43 | NA | NA | NA | … | … | 11.71 | 12.29 | 13.50 | 9.69 | 10.20 | 12.96 | 16.09 |
| Draw Down(%) | NA | 11.48 | 21.16 | 21.16 | NA | NA | NA | … | … | 11.03 | 15.44 | 11.82 | 9.34 | 9.35 | 5.58 | 2.60 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.10 | 6.28 | 4.19 | 3.14 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 24.74 | 37.25 |
Data as of 10/30/2019, Common starting date is 05/09/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRSMX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS M) |
-2.56%
Aug 2016 – Aug 2019 |
-1.42%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VRSMX (STONE RIDGE U.S. SMALL CAP VARIANCE RISK PREMIUM FUND CLASS M) |
18.15%
Jun 2013 – Jun 2016 |
11.60%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart