Genius Sports Limited (GENI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Genius Sports Limited (GENI): 1Y return -37.9%, Sharpe ratio -0.33, volatility 68.5%, max drawdown -71.1%. 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: 14.9%, Sharpe: 2.73, Volatility: 77.9%, Max Drawdown: -10.6%
- YTD
- Return: -27.8%, Sharpe: -0.22, Volatility: 78.3%, Max Drawdown: -65.2%
- 1Y
- Return: -37.9%, Sharpe: -0.33, Volatility: 68.5%, Max Drawdown: -71.1%
- 5Y
- Return: -60.5%, Sharpe: 0.06, Volatility: 66.3%, Max Drawdown: -89.9%
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.