- Issuer
- Stone Ridge
- Inception Date
- Jan 17, 2024
- Category
- Inflation-Protected Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
LIAE Performance Chart
LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) is up 1.2% since the beginning of the year. LIAE is currently trading at $209 per share.
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Returns By Period
LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) has returned 1.17% so far this year and 5.31% over the past 12 months.
LifeX 2050 Inflation-Protected Longevity Income ETF
- 1D
- 0.07%
- 1M
- 0.58%
- YTD
- 1.17%
- 6M
- 0.43%
- 1Y
- 5.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
LIAE Monthly Returns History
Based on dividend-adjusted daily data since Sep 16, 2024, LIAE's average daily return is 0.00%, while the average monthly return is +0.05%. At this rate, an investment would double in approximately 115.6 years.
Historically, 55% of months were positive and 45% were negative. The best month was Feb 2025 with a return of +3.3%, while the worst month was Dec 2024 at -3.1%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LIAE closed higher 52% of trading days. The best single day was Feb 28, 2025 with a return of +1.2%, while the worst single day was Apr 10, 2025 at -2.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.02% | 2.26% | -2.64% | 0.78% | 0.63% | 0.18% | 1.17% | ||||||
| 2025 | 1.40% | 3.34% | -0.12% | -0.79% | -1.24% | 1.39% | -0.23% | 1.25% | 1.34% | 0.84% | -0.16% | -1.01% | 6.08% |
| 2024 | -0.84% | -2.81% | 0.57% | -3.06% | -6.04% |
Benchmark Metrics
LifeX 2050 Inflation-Protected Longevity Income ETF has an annualized alpha of -0.59%, beta of 0.07, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 17, 2024.
- This ETF participated in 31.13% of S&P 500 Index downside but only 10.20% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.07 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.59%
- Beta
- 0.07
- R²
- 0.03
- Upside Capture
- 10.20%
- Downside Capture
- 31.13%
Expense Ratio
LIAE has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
LIAE ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) and compare them to S&P 500 Index.
| LIAE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.24 | -1.30 |
Sortino ratioReturn per unit of downside risk | 1.39 | 3.07 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.93 | -1.51 |
Martin ratioReturn relative to average drawdown | 3.59 | 13.52 | -9.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
LifeX 2050 Inflation-Protected Longevity Income ETF provided a 9.69% dividend yield over the last twelve months, with an annual payout of $20.25 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $20.25 | $22.36 | $3.25 |
Dividend yield | 9.69% | 10.56% | 1.47% |
Monthly Dividends
The table displays the monthly dividend distributions for LifeX 2050 Inflation-Protected Longevity Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.88 | $0.88 | $0.88 | $0.88 | $0.88 | $0.88 | $5.29 | ||||||
| 2025 | $1.11 | $1.84 | $1.11 | $1.11 | $1.11 | $1.11 | $1.11 | $1.11 | $10.17 | $0.86 | $0.86 | $0.86 | $22.36 |
| 2024 | $1.08 | $1.08 | $1.08 | $3.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the LifeX 2050 Inflation-Protected Longevity Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the LifeX 2050 Inflation-Protected Longevity Income ETF was 7.03%, occurring on Jan 14, 2025. Recovery took 162 trading sessions.
The current LifeX 2050 Inflation-Protected Longevity Income ETF drawdown is 1.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 pullback2025 | -7.03%Jan 2025 | 3mo 29d | 7mo 27d | 11mo 26dSep 2024 - Sep 2025 |
2026 pullback2026 | -3.68%Mar 2026 | 25d | — | 3mo 4dMar 2026 - now |
2026 pullback2026 | -2.71%Jan 2026 | 2mo 29d | 1mo 8d | 4mo 7dOct 2025 - Feb 2026 |
2025 pullback2025 | -1.21%Oct 2025 | 19d | 7d | 26dSep 2025 - Oct 2025 |
2025 pullback2025 | -0.30%Sep 2025 | 0s | 1d | 1dSep 2025 - Sep 2025 |
Drawdown Indicators
| LIAE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -56.78% | +49.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -9.10% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.09% | -0.74% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -10.72% | +8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.97% | -0.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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