- 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
Highlights
- Avg. Volume (1M)
- 202
- Avg. Volume Value (1M)
- $47.00K
Share Price Chart
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Performance
LIAM Performance Chart
LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) is down 1.9% since the beginning of the year. LIAM is currently trading at $229 per share.
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Returns By Period
LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) has returned -1.89% so far this year and -0.73% over the past 12 months.
LifeX 2055 Inflation-Protected Longevity Income ETF
- 1D
- -0.42%
- 1M
- -2.48%
- 6M
- -2.00%
- YTD
- -1.89%
- 1Y
- -0.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -2.19%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
LIAM Monthly Returns History
Based on dividend-adjusted daily data since Sep 16, 2024, LIAM's average daily return is -0.01%, while the average monthly return is -0.16%.
Historically, 52% of months were positive and 48% were negative. The best month was Feb 2025 with a return of +3.5%, while the worst month was Dec 2024 at -3.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, LIAM closed higher 50% of trading days. The best single day was Jan 15, 2025 with a return of +1.3%, while the worst single day was Apr 10, 2025 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.11% | 2.63% | -3.04% | 0.66% | 0.76% | -0.19% | -2.71% | -1.89% | |||||
| 2025 | 1.27% | 3.50% | 0.04% | -1.17% | -1.54% | 1.59% | -0.44% | 1.16% | 1.61% | 1.00% | -0.29% | -1.46% | 5.26% |
| 2024 | -0.90% | -3.20% | 0.58% | -3.71% | -7.09% |
Benchmark Metrics
LifeX 2055 Inflation-Protected Longevity Income ETF has an annualized alpha of -3.42%, beta of 0.09, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since September 16, 2024.
- This ETF participated in 53.60% of S&P 500 Index downside but only 9.44% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.09 may look defensive, but with R2 of 0.04 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 0.04 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
- -3.42%
- Beta
- 0.09
- R²
- 0.04
- Upside Capture
- 9.44%
- Downside Capture
- 53.60%
Expense Ratio
LIAM has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
LIAM ranks 11 for risk / return — above 11% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LIAM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 2.00 | -1.99 |
| Martin ratioReturn relative to average drawdown | 0.04 | 8.49 | -8.46 |
Dividends
Dividend History
LifeX 2055 Inflation-Protected Longevity Income ETF provided a 6.59% dividend yield over the last twelve months, with an annual payout of $15.09 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $15.09 | $21.63 | $3.00 |
Dividend yield | 6.59% | 9.02% | 1.21% |
Monthly Dividends
The table displays the monthly dividend distributions for LifeX 2055 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 | $0.88 | $6.17 | |||||
| 2025 | $1.03 | $6.55 | $1.03 | $1.03 | $1.03 | $1.03 | $1.03 | $1.03 | $5.33 | $0.86 | $0.86 | $0.86 | $21.63 |
| 2024 | $1.00 | $1.00 | $1.00 | $3.00 |
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 2055 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 2055 Inflation-Protected Longevity Income ETF was 8.39%, occurring on Jan 14, 2025. Recovery took 190 trading sessions.
The current LifeX 2055 Inflation-Protected Longevity Income ETF drawdown is 4.76%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-8.39%Jan 2025 | 3mo 29d | 9mo 5d | 1y 29dSep 2024 - Oct 2025 | — |
-4.76%Jul 2026 | 9mo 5d | — | 9mo 7dOct 2025 - now | — |
-0.39%Oct 2025 | 1d | 5d | 5dOct 2025 - Oct 2025 | — |
-0.31%Oct 2025 | 1d | 4d | 4dOct 2025 - Oct 2025 | — |
Drawdown Indicators
| LIAM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.39% | -56.78% | +48.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | -9.10% | +4.34% |
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 | -4.76% | -1.58% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -10.70% | +7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.14% | +0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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