Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWO-PA (Two Harbors Investment Corp) | 6.38% | 17.38% | 14.65% | 7.62% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 03/13/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO-PA (Two Harbors Investment Corp) | 03/13/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | 17.38 | 14.65 | 7.62 | NA | NA | NA | … | … | 6.38 | 6.21 | 20.14 | 21.46 | -15.65 | 14.32 | -1.82 | 14.41 | 3.53 | 14.86 |
| Sharpe Ratio | NA | 1.45 | 1.00 | 0.35 | NA | NA | NA | … | … | 1.22 | 0.28 | 1.63 | 1.02 | -0.80 | 1.78 | -0.02 | 1.72 | 0.25 | 1.84 |
| Standard Deviation(%) | NA | 10.58 | 11.90 | 14.77 | NA | NA | NA | … | … | 11.51 | 12.00 | 10.16 | 17.65 | 21.38 | 8.02 | 118.95 | 7.54 | 8.59 | 9.81 |
| Draw Down(%) | NA | 7.21 | 11.33 | 28.45 | NA | NA | NA | … | … | 7.21 | 8.90 | 4.04 | 13.20 | 28.45 | 2.78 | 71.65 | 5.09 | 6.31 | 5.32 |
| Yield(%) | 0.00 | 8.92 | 9.59 | 7.71 | 7.46 | 4.98 | 3.73 | … | … | 4.21 | 8.22 | 9.00 | 9.72 | 7.66 | 8.20 | 7.19 | 7.86 | 7.52 | 5.07 |
Data as of 06/10/2026, Common starting date 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) |
20.61%
Sep 2022 – Sep 2025 |
18.52%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart