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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stone Ridge Reinsurance Risk Premium Interval Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) has returned 5.11% so far this year and 37.45% over the past 12 months. Over the last ten years, SRRIX has returned 8.43% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Stone Ridge Reinsurance Risk Premium Interval Fund
- 1D
- 0.09%
- 1M
- 1.18%
- YTD
- 5.11%
- 6M
- 16.38%
- 1Y
- 37.45%
- 3Y*
- 34.43%
- 5Y*
- 21.42%
- 10Y*
- 8.43%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 9, 2013, SRRIX's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.
Historically, 75% of months were positive and 25% were negative. The best month was Sep 2019 with a return of +5.4%, while the worst month was Sep 2017 at -14.2%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SRRIX closed higher 42% of trading days. The best single day was Nov 8, 2024 with a return of +21.4%, while the worst single day was Nov 11, 2024 at -17.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.15% | 1.70% | 1.18% | 5.11% | |||||||||
| 2025 | -1.43% | -1.92% | 2.54% | 2.09% | 1.36% | 2.02% | 2.85% | 4.31% | 4.29% | 4.72% | 3.04% | 2.61% | 29.63% |
| 2024 | 3.87% | 3.44% | 0.60% | 1.64% | 2.13% | 1.51% | 2.42% | 4.59% | 1.20% | -0.64% | 4.61% | 3.75% | 33.14% |
| 2023 | 3.90% | 3.58% | 0.42% | 2.02% | 4.97% | 2.13% | 3.15% | 4.56% | 4.40% | 3.95% | 3.96% | 0.63% | 44.73% |
| 2022 | 1.11% | 1.83% | -0.15% | 0.10% | 1.82% | 1.41% | 1.59% | 3.67% | -12.16% | 2.53% | 4.53% | -0.25% | 5.10% |
| 2021 | -0.44% | -3.03% | 1.31% | 0.15% | 1.19% | 0.07% | 0.35% | -3.72% | -1.16% | -1.33% | 2.19% | -2.07% | -6.47% |
Benchmark Metrics
Stone Ridge Reinsurance Risk Premium Interval Fund has an annualized alpha of 8.93%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 10, 2013.
- This fund captured 17.49% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -26.23%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.01 may look defensive, but with R² of 0.00 this fund 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 fund's risk.
- R² of 0.00 means this fund 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
- 8.93%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 17.49%
- Downside Capture
- -26.23%
Expense Ratio
SRRIX has a high expense ratio of 2.35%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SRRIX ranks 100 for risk / return — in the top 100% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Stone Ridge Reinsurance Risk Premium Interval Fund (SRRIX) and compare them to a chosen benchmark (S&P 500 Index).
| SRRIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 14.17 | 0.90 | +13.28 |
Sortino ratioReturn per unit of downside risk | 44.31 | 1.39 | +42.93 |
Omega ratioGain probability vs. loss probability | 21.63 | 1.21 | +20.42 |
Calmar ratioReturn relative to maximum drawdown | 68.68 | 1.40 | +67.28 |
Martin ratioReturn relative to average drawdown | 615.32 | 6.61 | +608.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SRRIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Stone Ridge Reinsurance Risk Premium Interval Fund provided a 19.16% dividend yield over the last twelve months, with an annual payout of $11.15 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $11.15 | $11.15 | $11.16 | $9.58 | $0.00 | $0.00 | $0.15 | $0.41 | $0.96 | $0.04 | $3.12 | $4.26 |
Dividend yield | 19.16% | 20.14% | 21.58% | 20.02% | 0.00% | 0.00% | 0.38% | 1.06% | 2.32% | 0.10% | 6.16% | 8.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Stone Ridge Reinsurance Risk Premium Interval Fund. 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 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.66 | $1.49 | $11.15 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.17 | $0.99 | $11.16 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $9.31 | $9.58 |
| 2022 | $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 |
| 2021 | $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 |
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 Stone Ridge Reinsurance Risk Premium Interval Fund. 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 Stone Ridge Reinsurance Risk Premium Interval Fund was 27.22%, occurring on Oct 3, 2022. Recovery took 231 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.22% | Aug 25, 2017 | 1281 | Oct 3, 2022 | 231 | Sep 5, 2023 | 1512 |
| -17.26% | Nov 11, 2024 | 1 | Nov 11, 2024 | 200 | Sep 2, 2025 | 201 |
| -7.81% | Sep 18, 2024 | 16 | Oct 9, 2024 | 22 | Nov 8, 2024 | 38 |
| -5.14% | Oct 4, 2016 | 3 | Oct 6, 2016 | 6 | Oct 14, 2016 | 9 |
| -1.48% | Oct 2, 2014 | 1 | Oct 2, 2014 | 16 | Oct 24, 2014 | 17 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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