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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
TWO (Two Harbors Investment Corp.) -1.41% -10.51% -7.56% -1.06% -1.72% 3.74% NA 3.29%
Data as of 07/25/2025, AR inception is 10/30/2009
More Performance Analytics Comparison
Name Start Date End Date
TWO (Two Harbors Investment Corp.) 10/30/2009 07/25/2025
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception YTD 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Annualized Return (%) 5.88 -10.51 -7.56 -1.06 -1.72 3.74 NA 3.29 -1.41 -2.73 2.31 -23.25 0.03 -52.19 28.73 -10.33 107.45 15.16 -13.52 14.89 3.34 32.87 4.94 11.10 2.93
Sharpe Ratio NA -0.51 -0.35 -0.09 -0.07 NA NA 0.06 -0.18 -0.28 -0.04 -0.65 0.00 -0.43 2.05 -0.72 2.23 0.78 -0.88 1.19 0.14 1.89 0.19 0.59 0.77
Standard Deviation(%) NA 26.71 31.57 31.96 47.58 NA NA 39.78 30.74 22.64 33.15 37.83 29.36 121.93 13.31 16.22 48.25 19.26 15.37 12.52 24.43 17.56 26.02 18.51 24.56
Draw Down(%) NA 25.23 44.51 57.23 84.71 NA NA 84.71 25.23 16.79 40.62 41.77 26.87 84.71 14.07 19.14 5.30 16.03 24.02 8.35 26.81 16.18 22.17 14.66 9.39
Yield(%) 0.00 12.92 34.69 25.06 8.39 10.55 7.25 9.66 10.76 12.95 12.96 8.60 11.00 3.40 12.86 11.68 12.17 6.92 6.22 6.71 6.65 12.06 10.78 9.89 1.76
Data as of 07/25/2025, AR inception is 10/30/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
TWO (Two Harbors Investment Corp.) -29.29%
Sep 2019 - Sep 2022
-18.25%
Oct 2018 - Oct 2023
-2.77%
Mar 2013 - Mar 2023
3.19%
Dec 2009 - Dec 2024
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
TWO (Two Harbors Investment Corp.) 37.40%
Jan 2016 - Jan 2019
19.81%
Aug 2013 - Aug 2018
16.79%
Jan 2010 - Jan 2020
5.23%
Feb 2010 - Feb 2025
Annualized Rolling Returns Comparison Chart