Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TWO-PB (Two Harbors Investment Corp) | 5.61% | 8.81% | 12.27% | 12.11% | NA | NA | NA | 8.32% |
Data as of 07/11/2025, AR inception is 07/17/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO-PB (Two Harbors Investment Corp) | 07/17/2017 | 07/11/2025 |
| 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 (%) | 1.82 | 8.81 | 12.27 | 12.11 | NA | NA | NA | 8.32 | 5.61 | 15.74 | 25.75 | -20.62 | 17.74 | -4.87 | 19.15 | 1.84 | 5.51 |
| Sharpe Ratio | NA | 0.37 | 0.48 | 0.58 | NA | NA | NA | 0.12 | 0.45 | 0.74 | 1.09 | -0.99 | 1.97 | -0.04 | 2.40 | 0.06 | 1.50 |
| Standard Deviation(%) | NA | 15.01 | 18.56 | 16.64 | NA | NA | NA | 47.70 | 17.98 | 12.31 | 19.88 | 22.35 | 9.00 | 129.10 | 7.39 | 8.24 | 7.76 |
| Draw Down(%) | NA | 11.61 | 24.97 | 30.56 | NA | NA | NA | 72.13 | 11.61 | 7.53 | 14.63 | 30.48 | 3.85 | 72.13 | 2.57 | 6.67 | 4.38 |
| Yield(%) | 0.00 | 8.18 | 9.01 | 9.14 | 5.85 | 3.90 | 2.92 | 8.35 | 6.03 | 8.81 | 9.73 | 7.34 | 8.03 | 6.86 | 7.70 | 7.34 | 2.05 |
Data as of 07/11/2025, AR inception is 07/17/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWO-PB (Two Harbors Investment Corp) |
-5.25%
Sep 2019 - Sep 2022 |
0.02%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWO-PB (Two Harbors Investment Corp) |
19.13%
Mar 2020 - Mar 2023 |
18.26%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart