Performance analysis of Two Harbors Investment (TWO-P-B)
Annual Return
Over the past 3 years, TWO-P-B has had an average annual return of +16.07%, underperforming the benchmark SPY, which returned +18.95% annual.
Over the past 5 years, TWO-P-B has had an average annual return of +8.32%, underperforming the benchmark SPY, which returned +12.38% annual.
Since Jul 13, 2017, TWO-P-B has had an average annual return of +8.39%, underperforming the benchmark SPY, which returned +14.79% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.30% | +10.94% | +15.74% | +25.71% | -20.61% | +17.69% | -4.84% | +19.08% | +1.78% | +6.01% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.76% | -0.65% | +1.96% | +0.99% | -0.61% | -2.28% | +5.85% | +12.30% | |||||
| 2025 | +4.40% | +2.16% | -2.82% | +0.56% | -3.73% | +0.72% | +5.92% | -3.15% | +2.85% | -0.95% | +1.03% | +3.97% | +10.94% |
| 2024 | +2.74% | +3.17% | +1.25% | +1.54% | +3.54% | -4.66% | +3.64% | +6.80% | +2.94% | +1.42% | -5.57% | -1.41% | +15.74% |
| 2023 | +13.75% | +2.29% | -5.25% | -4.53% | +3.53% | -1.62% | +8.98% | -2.29% | -0.25% | -3.54% | +9.10% | +4.89% | +25.71% |
| 2022 | -3.40% | -4.21% | +2.79% | +0.14% | -1.80% | -6.05% | +3.78% | -4.02% | -17.84% | +4.16% | +5.21% | +0.74% | -20.61% |
| 2021 | -0.47% | +6.52% | +3.46% | -1.38% | +0.97% | +4.50% | -0.49% | +0.82% | +0.27% | +1.36% | -2.25% | +3.45% | +17.69% |
| 2020 | +3.91% | -3.64% | -42.11% | +29.66% | +2.08% | +4.11% | +1.58% | +5.86% | -6.26% | +1.54% | +13.54% | +2.53% | -4.84% |
| 2019 | +2.19% | -2.05% | +4.88% | -0.04% | +1.16% | +1.13% | +2.81% | +2.16% | -0% | +0.87% | +0.77% | +3.90% | +19.08% |
| 2018 | -2.37% | -1.71% | +1.78% | +1.13% | +1.72% | +1.53% | +0.81% | +1.92% | -1.15% | -2.31% | +0.61% | -0.04% | +1.78% |
| 2017 | +0.28% | +0.87% | +2.30% | +3.61% | -2.98% | +1.90% | +6.01% |
Drawdown analysis of Two Harbors Investment (TWO-P-B)
The maximum drawdown for the TWO-P-B was -72.13%, occurring on Mar 23, 2020. Recovery took 259 trading sessions.
The current TWO-P-B drawdown is -0.08%.
Since Jul 13, 2017 TWO-P-B has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.13% | Jan 29, 2020 | 37 | Mar 23, 2020 | 259 | Apr 1, 2021 | 296 |
| -30.55% | Nov 8, 2021 | 233 | Oct 12, 2022 | 298 | Dec 19, 2023 | 531 |
| -11.61% | Mar 24, 2025 | 10 | Apr 7, 2025 | 108 | Sep 11, 2025 | 118 |
| -7.92% | Jan 28, 2026 | 36 | Mar 20, 2026 | 7 | Mar 31, 2026 | 43 |
| -7.55% | Sep 24, 2024 | 68 | Dec 31, 2024 | 55 | Mar 24, 2025 | 123 |
| -7.06% | Nov 13, 2017 | 74 | Mar 2, 2018 | 84 | Jul 2, 2018 | 158 |
| -6.68% | Sep 18, 2018 | 67 | Dec 24, 2018 | 59 | Mar 21, 2019 | 126 |
| -6.37% | Apr 9, 2024 | 13 | Apr 26, 2024 | 16 | May 20, 2024 | 29 |
| -5.60% | May 31, 2024 | 18 | Jun 27, 2024 | 11 | Jul 15, 2024 | 29 |
| -4.86% | Oct 2, 2025 | 26 | Nov 7, 2025 | 27 | Dec 17, 2025 | 53 |
| -4.15% | Jul 23, 2024 | 9 | Aug 5, 2024 | 8 | Aug 15, 2024 | 17 |
| -4.08% | Dec 22, 2023 | 4 | Dec 29, 2023 | 20 | Jan 30, 2024 | 24 |
| -3.87% | Apr 1, 2021 | 28 | May 12, 2021 | 26 | Jun 18, 2021 | 54 |
| -3.54% | Feb 23, 2024 | 7 | Mar 5, 2024 | 12 | Mar 21, 2024 | 19 |
| -3.45% | Jun 18, 2026 | 7 | Jun 30, 2026 | 2 | Jul 2, 2026 | 9 |
| -2.82% | Mar 25, 2024 | 3 | Mar 28, 2024 | 6 | Apr 8, 2024 | 9 |
| -2.57% | Aug 28, 2019 | 10 | Sep 12, 2019 | 32 | Oct 28, 2019 | 42 |
| -2.53% | Sep 22, 2025 | 6 | Sep 30, 2025 | 2 | Oct 2, 2025 | 8 |
| -2.52% | Jul 9, 2021 | 6 | Jul 19, 2021 | 32 | Sep 1, 2021 | 38 |
| -2.33% | Dec 17, 2025 | 8 | Dec 30, 2025 | 8 | Jan 12, 2026 | 16 |
| -2.32% | Jul 3, 2018 | 11 | Jul 19, 2018 | 25 | Aug 23, 2018 | 36 |
| -2.27% | May 22, 2024 | 2 | May 24, 2024 | 4 | May 31, 2024 | 6 |
| -2.26% | Apr 24, 2026 | 25 | Jun 1, 2026 | 13 | Jun 18, 2026 | 38 |
| -1.98% | Aug 23, 2018 | 11 | Sep 10, 2018 | 5 | Sep 17, 2018 | 16 |
| -1.96% | Jul 18, 2019 | 3 | Jul 23, 2019 | 4 | Jul 29, 2019 | 7 |