Performance analysis of Two Harbors Investment (TWO-P-A)
Annual Return
Over the past 3 years, TWO-P-A has had an average annual return of +14.46%, underperforming the benchmark SPY, which returned +18.95% annual.
Over the past 5 years, TWO-P-A has had an average annual return of +7.92%, underperforming the benchmark SPY, which returned +12.38% annual.
Since Mar 17, 2017, TWO-P-A has had an average annual return of +8.57%, underperforming the benchmark SPY, which returned +14.68% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.38% | +6.22% | +20.15% | +21.43% | -15.63% | +14.32% | -1.74% | +14.37% | +3.49% | +12.46% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.62% | -0.24% | +0.69% | +1.77% | +0.08% | -1.33% | +4.52% | +10.38% | |||||
| 2025 | +0.46% | +0.62% | +1.02% | -1.79% | -4.13% | +1.01% | +3.13% | +0.09% | +3.45% | -0.81% | +1.03% | +2.21% | +6.22% |
| 2024 | +2.56% | +3.03% | -0.95% | +2.16% | +2.14% | -1.06% | +5.62% | +2.51% | +1.31% | +1.67% | -2.14% | +1.90% | +20.15% |
| 2023 | +12.49% | +0.49% | -3.39% | -4.25% | +0.40% | +2.21% | +6.48% | -1.80% | -0.38% | -4.62% | +8.54% | +4.92% | +21.43% |
| 2022 | +0.95% | -3.76% | +1.20% | -0.31% | -2.46% | -5.00% | +6.77% | -4.55% | -21.39% | +4.60% | +7.92% | +2.74% | -15.63% |
| 2021 | +0.70% | +3.71% | +3.81% | +1.21% | -0.04% | +1.19% | +1.80% | +1.28% | +0.30% | +0.12% | +0.03% | -0.53% | +14.32% |
| 2020 | +7.54% | -7.26% | -39.51% | +29.90% | +4.72% | +3.53% | -0.21% | +4.28% | -4.01% | +0.91% | +11.62% | +2.81% | -1.74% |
| 2019 | +2.66% | -0.30% | +4.22% | -0.48% | +0.67% | +1.05% | +0.84% | +7.14% | -1.11% | -0.66% | -1.22% | +1.02% | +14.37% |
| 2018 | -2.31% | -1.11% | +1.90% | +0.51% | +1.59% | +3.21% | +0.54% | +1.78% | -2.50% | -1.21% | -0.06% | +1.28% | +3.49% |
| 2017 | +2.99% | +2.52% | +0.90% | +2.63% | -1.77% | +1.58% | -0.04% | +5% | -4.54% | +2.87% | +12.46% |
Drawdown analysis of Two Harbors Investment (TWO-P-A)
The maximum drawdown for the TWO-P-A was -71.65%, occurring on Mar 23, 2020. Recovery took 262 trading sessions.
The current TWO-P-A drawdown is -0.04%.
Since Mar 17, 2017 TWO-P-A has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.65% | Jan 31, 2020 | 35 | Mar 23, 2020 | 262 | Apr 7, 2021 | 297 |
| -28.44% | Jan 14, 2022 | 193 | Oct 21, 2022 | 287 | Dec 13, 2023 | 480 |
| -8.90% | Feb 25, 2025 | 29 | Apr 7, 2025 | 111 | Sep 16, 2025 | 140 |
| -7.21% | Feb 17, 2026 | 23 | Mar 20, 2026 | 13 | Apr 9, 2026 | 36 |
| -7.08% | Nov 14, 2017 | 59 | Feb 9, 2018 | 82 | Jun 8, 2018 | 141 |
| -5.54% | Aug 29, 2018 | 36 | Oct 19, 2018 | 102 | Mar 20, 2019 | 138 |
| -5.09% | Oct 16, 2019 | 34 | Dec 4, 2019 | 30 | Jan 17, 2020 | 64 |
| -4.06% | Jul 11, 2017 | 22 | Aug 10, 2017 | 44 | Oct 12, 2017 | 66 |
| -4.04% | Oct 17, 2024 | 50 | Dec 30, 2024 | 16 | Jan 24, 2025 | 66 |
| -4.01% | Apr 10, 2024 | 7 | Apr 19, 2024 | 16 | May 13, 2024 | 23 |
| -2.82% | Feb 23, 2024 | 8 | Mar 6, 2024 | 9 | Mar 19, 2024 | 17 |
| -2.79% | Apr 26, 2021 | 12 | May 12, 2021 | 14 | Jun 2, 2021 | 26 |
| -2.45% | Jun 18, 2026 | 4 | Jun 25, 2026 | 5 | Jul 2, 2026 | 9 |
| -2.41% | Apr 27, 2017 | 8 | May 9, 2017 | 7 | May 18, 2017 | 15 |
| -2.35% | Dec 22, 2023 | 4 | Dec 29, 2023 | 6 | Jan 9, 2024 | 10 |
| -2.34% | Mar 20, 2024 | 6 | Mar 28, 2024 | 4 | Apr 4, 2024 | 10 |
| -2.29% | Jun 2, 2017 | 3 | Jun 7, 2017 | 13 | Jun 26, 2017 | 16 |
| -2.29% | Aug 1, 2024 | 3 | Aug 6, 2024 | 8 | Aug 16, 2024 | 11 |
| -2.24% | Oct 3, 2025 | 22 | Nov 4, 2025 | 8 | Nov 14, 2025 | 30 |
| -2.22% | May 21, 2024 | 17 | Jun 14, 2024 | 12 | Jul 3, 2024 | 29 |
| -2.18% | Jan 22, 2024 | 4 | Jan 26, 2024 | 16 | Feb 20, 2024 | 20 |
| -2.08% | Mar 29, 2019 | 26 | May 7, 2019 | 17 | May 31, 2019 | 43 |
| -2.00% | Nov 5, 2021 | 30 | Dec 20, 2021 | 17 | Jan 13, 2022 | 47 |
| -1.90% | Jan 27, 2025 | 8 | Feb 6, 2025 | 7 | Feb 18, 2025 | 15 |
| -1.90% | Nov 14, 2025 | 4 | Nov 20, 2025 | 18 | Dec 17, 2025 | 22 |