Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWO-PC (Two Harbors Investment Corp) | 5.09% | 14.89% | 17.99% | 8.99% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 11/21/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWO-PC (Two Harbors Investment Corp) | 11/21/2017 | 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 (%) | 0.12 | 14.89 | 17.99 | 8.99 | NA | NA | NA | … | … | 5.09 | 9.92 | 19.32 | 30.72 | -19.94 | 20.14 | -4.59 | 17.19 | 2.22 | 0.52 |
| Sharpe Ratio | NA | 1.38 | 1.28 | 0.41 | NA | NA | NA | … | … | 0.93 | 0.75 | 1.46 | 1.34 | -0.92 | 2.53 | -0.04 | 2.38 | 0.13 | 1.04 |
| Standard Deviation(%) | NA | 8.89 | 11.51 | 15.68 | NA | NA | NA | … | … | 10.57 | 9.37 | 10.72 | 20.35 | 23.37 | 7.95 | 124.05 | 6.60 | 6.72 | 4.05 |
| Draw Down(%) | NA | 6.71 | 9.24 | 30.76 | NA | NA | NA | … | … | 6.71 | 7.49 | 4.12 | 15.41 | 30.76 | 2.61 | 71.09 | 1.88 | 5.85 | 1.28 |
| Yield(%) | 0.00 | 9.93 | 10.41 | 7.87 | 6.38 | 4.25 | 3.19 | … | … | 4.62 | 9.11 | 8.09 | 9.49 | 7.12 | 7.96 | 6.85 | 7.53 | 6.58 | 0.00 |
Data as of 06/05/2026, Common starting date is 11/21/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWO-PC (Two Harbors Investment Corp) |
-4.82%
Sep 2019 – Sep 2022 |
1.91%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWO-PC (Two Harbors Investment Corp) |
21.16%
Sep 2022 – Sep 2025 |
19.85%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart