Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWO-PB (Two Harbors Investment Corp) | 8.76% | 19.68% | 16.76% | 8.24% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/17/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO-PB (Two Harbors Investment Corp) | 07/17/2017 | 06/05/2026 |
| 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 (%) | 0.16 | 19.68 | 16.76 | 8.24 | NA | NA | NA | … | … | 8.76 | 10.96 | 15.74 | 25.75 | -20.62 | 17.74 | -4.87 | 19.15 | 1.84 | 5.51 |
| Sharpe Ratio | NA | 1.28 | 0.90 | 0.34 | NA | NA | NA | … | … | 1.38 | 0.51 | 0.98 | 1.12 | -0.99 | 1.97 | -0.04 | 2.39 | 0.06 | 1.49 |
| Standard Deviation(%) | NA | 13.35 | 14.94 | 16.78 | NA | NA | NA | … | … | 13.84 | 15.92 | 12.31 | 19.88 | 22.35 | 9.00 | 129.10 | 7.39 | 8.24 | 7.76 |
| Draw Down(%) | NA | 7.92 | 12.46 | 30.56 | NA | NA | NA | … | … | 7.92 | 11.61 | 7.53 | 14.63 | 30.48 | 3.85 | 72.13 | 2.57 | 6.67 | 4.38 |
| Yield(%) | 0.00 | 8.55 | 9.57 | 7.51 | 6.60 | 4.40 | 3.30 | … | … | 4.02 | 8.04 | 8.81 | 9.73 | 7.34 | 8.03 | 6.86 | 7.70 | 7.34 | 2.05 |
Data as of 06/05/2026, Common starting date 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) |
19.66%
Sep 2022 – Sep 2025 |
18.26%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart