Genius Sports Limited (GENI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Genius Sports Limited (GENI): 1Y return -42.5%, Sharpe ratio -0.39, volatility 71.5%, max drawdown -68.0%. A Stock in the Equity asset class. Compare GENI with other assets and invest through your own broker with pfolio.
Genius Sports Limited (GENI) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: GB (Developed)
- Currency: USD
GENI Performance
- MTD
- Return: 15.4%, Sharpe: 10.90, Volatility: 42.4%, Max Drawdown: -0.9%
- YTD
- Return: -40.0%, Sharpe: -0.43, Volatility: 77.2%, Max Drawdown: -65.2%
- 1Y
- Return: -42.5%, Sharpe: -0.39, Volatility: 71.5%, Max Drawdown: -68.0%
- 5Y
- Return: -62.3%, Sharpe: 0.05, Volatility: 66.6%, Max Drawdown: -88.6%
Frequently Asked Questions
- What is Genius Sports Limited (GENI)?
- Genius Sports Limited (GENI) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does GENI compare to other assets?
- You can compare GENI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GENI through pfolio?
- pfolio helps you build diversified portfolios that may include GENI. You invest through your own broker — pfolio provides the analytics.