Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWO (Two Harbors Investment Corp.) | 25.09% | 28.22% | 10.15% | -4.33% | 1.80% | 3.58% | NA | … | … |
Data as of 06/10/2026, Common starting date is 10/30/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO (Two Harbors Investment Corp.) | 10/30/2009 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 28.22 | 10.15 | -4.33 | 1.80 | 3.58 | NA | … | … | 25.09 | 2.52 | -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 | 0.74 | 0.28 | -0.19 | 0.00 | NA | NA | … | … | 1.25 | -0.01 | -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 | 40.63 | 32.84 | 33.19 | 48.83 | NA | NA | … | … | 53.30 | 30.04 | 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 | 36.81 | 36.81 | 57.23 | 84.71 | NA | NA | … | … | 36.81 | 27.50 | 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 | 12.83 | 12.01 | 19.00 | 9.87 | 8.51 | 7.59 | … | … | 6.43 | 13.59 | 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 06/10/2026, Common starting date 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 |
1.93%
Feb 2011 – Feb 2026 |
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