CaliberCos Inc. (Nasdaq: CWD), an SEC filer in Real Estate, closed at $0.54, -5.6%, on 2026-08-28, with a market cap of $6M as of 2026-08-27, a net margin of -108.5% and 3-year sales growth of -37.9%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 237.77% | Sharpe | 0.04 |
| Sortino | 0.11 |
| Beta | −0.03 | Correlation | −0.01 |
| Up capture | −261.43% | Down capture | 183.49% |
Relative Value shows 0.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −98.73% | Ulcer Index | 73.33 |
| MTD | 12.51% | QTD | −17.89% |
| YTD | −56.63% | Window (ann., 3.0y) | −72.98% |
| Skewness | 15.48 | Excess Kurtosis | 309.84 |
| Omega (θ=0) | 1.01 | Tail Ratio | 0.88 |
| Gain/Pain | 0.01 | Hit Rate | 41.98% |
| Win/Loss | 1.27 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -10.45% | -17.50% | -24.60% | -34.81% |
| CVaR (ES) | -15.53% | -24.09% | -30.86% | -39.89% |
| VaR (Cornish-Fisher) | — | — | 202.35% | 401.13% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -98.73% | 2023-11-27 | 2026-08-05 | ongoing | 668 | — |
| -21.88% | 2023-09-05 | 2023-09-27 | 2023-11-21 | 16 | 39 |
| -6.54% | 2023-08-29 | 2023-08-30 | 2023-09-01 | 1 | 2 |
| -0.59% | 2023-11-21 | 2023-11-22 | 2023-11-24 | 1 | 1 |
Worst depth first · lengths in trading days.
