Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TWO (Two Harbors Investment Corp.) | -4.80% | -14.92% | -9.96% | -2.33% | -2.23% | 3.56% | NA | 3.05% |
Data as of 07/29/2025, AR inception is 10/30/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO (Two Harbors Investment Corp.) | 10/30/2009 | 07/29/2025 |
| 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 (%) | -0.88 | -14.92 | -9.96 | -2.33 | -2.23 | 3.56 | NA | 3.05 | -4.80 | -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 | 12.72 | 33.21 | 24.33 | 8.24 | 10.65 | 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 07/29/2025, 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