Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TWO-PA (Two Harbors Investment Corp) | 0.11% | 4.93% | 8.29% | 10.29% | NA | NA | NA | 8.22% |
Data as of 08/01/2025, AR inception is 03/13/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO-PA (Two Harbors Investment Corp) | 03/13/2017 | 08/01/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.09 | 4.93 | 8.29 | 10.29 | NA | NA | NA | 8.22 | 0.11 | 20.14 | 21.46 | -15.65 | 14.32 | -1.82 | 14.41 | 3.53 | 14.86 |
| Sharpe Ratio | NA | 0.15 | 0.30 | 0.55 | NA | NA | NA | 0.14 | -0.22 | 1.63 | 1.02 | -0.80 | 1.78 | -0.02 | 1.72 | 0.25 | 1.84 |
| Standard Deviation(%) | NA | 11.65 | 16.31 | 14.82 | NA | NA | NA | 42.89 | 12.79 | 10.16 | 17.65 | 21.38 | 8.02 | 118.95 | 7.54 | 8.59 | 9.81 |
| Draw Down(%) | NA | 8.90 | 26.17 | 28.45 | NA | NA | NA | 71.65 | 8.90 | 4.04 | 13.20 | 28.45 | 2.78 | 71.65 | 5.09 | 6.31 | 5.32 |
| Yield(%) | 0.00 | 8.45 | 8.46 | 9.23 | 6.85 | 4.57 | 3.42 | 8.56 | 6.16 | 9.00 | 9.72 | 7.66 | 8.20 | 7.19 | 7.86 | 7.52 | 5.07 |
Data as of 08/01/2025, AR inception is 03/13/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWO-PA (Two Harbors Investment Corp) |
-6.80%
Sep 2019 - Sep 2022 |
-0.14%
Oct 2017 - Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWO-PA (Two Harbors Investment Corp) |
19.68%
Mar 2020 - Mar 2023 |
18.52%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart