Genius Sports Ltd. (GENI)
7.95
-0.04
(-0.50%)
USD |
NYSE |
Aug 25, 16:00
7.955
0.00 (0.00%)
Pre-Market: 19:59
Genius Sports Max Drawdown (5Y) : 91.00% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 91.00% |
| June 30, 2026 | 91.00% |
| May 31, 2026 | 91.00% |
| April 30, 2026 | 91.00% |
| March 31, 2026 | 91.00% |
| February 28, 2026 | 91.00% |
| January 31, 2026 | 91.00% |
| December 31, 2025 | 91.00% |
| November 30, 2025 | 91.00% |
| October 31, 2025 | 91.00% |
| September 30, 2025 | 91.00% |
| August 31, 2025 | 91.00% |
| July 31, 2025 | 91.00% |
| June 30, 2025 | 91.00% |
| May 31, 2025 | 91.00% |
| April 30, 2025 | 91.00% |
| March 31, 2025 | 91.00% |
| February 28, 2025 | 91.00% |
| January 31, 2025 | 91.00% |
| December 31, 2024 | 91.00% |
| November 30, 2024 | 91.00% |
| October 31, 2024 | 91.00% |
| September 30, 2024 | 91.00% |
| August 31, 2024 | 91.00% |
| July 31, 2024 | 91.00% |
| Date | Value |
|---|---|
| June 30, 2024 | 91.00% |
| May 31, 2024 | 91.00% |
| April 30, 2024 | 91.00% |
| March 31, 2024 | 91.00% |
| February 29, 2024 | 91.00% |
| January 31, 2024 | 91.00% |
| December 31, 2023 | 91.00% |
| November 30, 2023 | 91.00% |
| October 31, 2023 | 91.00% |
| September 30, 2023 | 91.00% |
| August 31, 2023 | 91.00% |
| July 31, 2023 | 91.00% |
| June 30, 2023 | 91.00% |
| May 31, 2023 | 91.00% |
| April 30, 2023 | 91.00% |
| March 31, 2023 | 91.00% |
| February 28, 2023 | 91.00% |
| January 31, 2023 | 91.00% |
| December 31, 2022 | 91.00% |
| November 30, 2022 | 91.00% |
| October 31, 2022 | 91.00% |
| September 30, 2022 | 91.00% |
| August 31, 2022 | 91.00% |
| July 31, 2022 | 91.00% |
| June 30, 2022 | 91.00% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Sportradar Group AG | -- |
| Bally’s Intralot SA | 76.64% |
| Hostelworld Group Plc | 72.37% |
| Valereum Plc | -- |
| InterContinental Hotels Group Plc | 34.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.70 |
| Beta (5Y) | 1.902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.15% |
| Historical Sharpe Ratio (5Y) | -0.28 |
| Historical Sortino (5Y) | -0.5247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.60% |