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The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2026-08-27), CaliberCos's 3-Year Sortino Ratio is -1.61.
CaliberCos (NAS:CWD) 3-Year Sortino Ratio Explanation
The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.
CaliberCos 3-Year Sortino Ratio Related Terms
CWD vs ALP, TWAV, ZSTK: 3-Year Sortino Ratio Comparison
For the Asset Management subindustry, CaliberCos's 3-Year Sortino Ratio, along with its competitors' market caps and 3-Year Sortino Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
CaliberCos 3-Year Sortino Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, CaliberCos's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where CaliberCos's 3-Year Sortino Ratio falls into.
The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three year.
A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.
CaliberCos (CWD) has a 3-Year Sortino Ratio of -1.61 as of Aug. 27, 2026. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for CaliberCos and its competitors.
Is CaliberCos' 3-Year Sortino Ratio too high?
CaliberCos' current 3-Year Sortino Ratio is -1.61. Overall, CaliberCos has a GF Score™ of 20/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does CaliberCos' 3-Year Sortino Ratio compare to ALP and TWAV?
CaliberCos' 3-Year Sortino Ratio of -1.61 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 3-Year Sortino Ratio for an Asset Management company?
A good 3-Year Sortino Ratio depends on the Asset Management industry context. However, 3-Year Sortino Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 3-Year Sortino Ratio mean?
A high 3-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for CaliberCos and its competitors. CaliberCos's current 3-Year Sortino Ratio is -1.61. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CaliberCos stock overvalued right now?
Based on GuruFocus' analysis, CaliberCos (CWD) is currently considered Fairly Valued. The stock's GF Value™ is $0.52, compared to a current price of $0.54 — trading 4.5% above its estimated fair value. The current 3-Year Sortino Ratio is -1.61. CaliberCos' overall GF Score™ is 20/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 3-Year Sortino Ratio calculated?
3-Year Sortino Ratio is calculated from a company's financial statements. For CaliberCos (CWD), the current 3-Year Sortino Ratio is -1.61 as of Aug. 27, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is CaliberCos (CWD) Overvalued in 2026?
Based on GuruFocus' analysis, CaliberCos stock appears to be overvalued.
The current stock price of $0.54 is trading 4.5% above its estimated GF Value™ of $0.52.
GuruFocus considers CaliberCos to be Fairly Valued.
Key valuation signals for CWD:
3-Year Sortino Ratio: -1.61
GF Value™: $0.52 vs. price of $0.54 (4.5% above fair value)
No single metric tells the full story. See the CWD stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
CaliberCos Inc is an asset management firm investing across real and digital assets. It sponsors and manages private real estate investment funds and maintains a digital asset treasury approach focused on blockchain infrastructure assets. The company's activities are supported by transaction and advisory services, including development and construction management, acquisition and disposition services, brokerage, and fund formation services. The company operates through one reportable segment. It generates the majority of its revenue in the form of asset management fee revenues and performance allocations.
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