Performance analysis of Two Harbors Investment (TWO-P-C)
Annual Return
Over the past 3 years, TWO-P-C has had an average annual return of +16.59%, underperforming the benchmark SPY, which returned +18.95% annual.
Over the past 5 years, TWO-P-C has had an average annual return of +9.10%, underperforming the benchmark SPY, which returned +12.38% annual.
Since Nov 17, 2017, TWO-P-C has had an average annual return of +8.61%, underperforming the benchmark SPY, which returned +14.66% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.37% | +9.96% | +19.27% | +30.58% | -19.97% | +20.13% | -4.51% | +17.25% | +2.26% | +0.32% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.38% | -0.97% | +0.37% | +2.67% | -0.52% | +0.77% | +2.46% | +8.37% | |||||
| 2025 | +1.94% | +0.89% | +0.40% | +0.19% | -3.43% | -0.22% | +3.46% | +0.67% | +0.63% | +0.40% | +1.45% | +3.34% | +9.96% |
| 2024 | -0.24% | +7.10% | -2.35% | +5.87% | +0.84% | +0.63% | +1.45% | +1.91% | +0.86% | +1.66% | +1.38% | -1.00% | +19.27% |
| 2023 | +16.15% | +2.17% | -4.38% | -6.38% | +3.15% | -2.30% | +9.96% | -2.82% | +5.04% | -5.20% | +5.43% | +8.71% | +30.58% |
| 2022 | -2.27% | -4.95% | +1.72% | -0.94% | -2.43% | -6.02% | +4.74% | -2.04% | -16.74% | +6.26% | +5.60% | -2.76% | -19.97% |
| 2021 | +0.91% | +4.87% | +4.77% | +0.03% | +1.48% | +2.13% | +0.70% | +1.72% | -0.27% | +1.13% | -0.72% | +1.88% | +20.13% |
| 2020 | +3.73% | -3.79% | -40.11% | +27.50% | +2.83% | +5.04% | -0.91% | +5.26% | -7.14% | +0.13% | +13.61% | +5.30% | -4.51% |
| 2019 | +2.25% | +0.50% | +0.42% | +3.76% | -0.08% | +1.01% | +2.83% | +1.39% | +1.44% | +0.63% | +0.19% | +1.75% | +17.25% |
| 2018 | -2.07% | -1.02% | -0.14% | +1.62% | +2.30% | +1.19% | +1.01% | +2.77% | -2.50% | +0.65% | -0.66% | -0.74% | +2.26% |
| 2017 | -1.16% | +1.50% | +0.32% |
Drawdown analysis of Two Harbors Investment (TWO-P-C)
The maximum drawdown for the TWO-P-C was -71.09%, occurring on Mar 23, 2020. Recovery took 250 trading sessions.
Since Nov 17, 2017 TWO-P-C 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: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.09% | Jan 29, 2020 | 37 | Mar 23, 2020 | 250 | Mar 19, 2021 | 287 |
| -30.78% | Jan 12, 2022 | 196 | Oct 24, 2022 | 286 | Dec 13, 2023 | 482 |
| -7.47% | Apr 2, 2025 | 7 | Apr 11, 2025 | 12 | Apr 30, 2025 | 19 |
| -6.71% | Jan 28, 2026 | 36 | Mar 20, 2026 | 13 | Apr 9, 2026 | 49 |
| -5.84% | Aug 28, 2018 | 81 | Dec 24, 2018 | 59 | Mar 21, 2019 | 140 |
| -5.43% | Jan 5, 2018 | 27 | Feb 14, 2018 | 75 | Jun 4, 2018 | 102 |
| -4.73% | May 1, 2025 | 40 | Jun 30, 2025 | 31 | Aug 13, 2025 | 71 |
| -4.13% | Jan 30, 2024 | 1 | Jan 31, 2024 | 7 | Feb 9, 2024 | 8 |
| -3.79% | Mar 20, 2024 | 6 | Mar 28, 2024 | 10 | Apr 12, 2024 | 16 |
| -3.55% | Jul 17, 2024 | 13 | Aug 5, 2024 | 27 | Sep 12, 2024 | 40 |
| -3.42% | Feb 28, 2024 | 5 | Mar 6, 2024 | 10 | Mar 20, 2024 | 15 |
| -2.18% | Feb 12, 2024 | 1 | Feb 13, 2024 | 4 | Feb 20, 2024 | 5 |
| -2.18% | Apr 12, 2021 | 23 | May 13, 2021 | 12 | Jun 1, 2021 | 35 |
| -2.08% | Sep 17, 2025 | 9 | Sep 30, 2025 | 4 | Oct 6, 2025 | 13 |
| -1.89% | Jul 13, 2018 | 13 | Aug 1, 2018 | 11 | Aug 16, 2018 | 24 |
| -1.88% | Oct 14, 2019 | 6 | Oct 22, 2019 | 40 | Dec 18, 2019 | 46 |
| -1.80% | Apr 12, 2019 | 4 | Apr 18, 2019 | 7 | Apr 30, 2019 | 11 |
| -1.77% | Oct 6, 2025 | 19 | Oct 31, 2025 | 7 | Nov 11, 2025 | 26 |
| -1.76% | Mar 5, 2025 | 6 | Mar 13, 2025 | 7 | Mar 24, 2025 | 13 |
| -1.75% | Apr 12, 2024 | 3 | Apr 17, 2024 | 8 | Apr 29, 2024 | 11 |
| -1.67% | Sep 26, 2019 | 4 | Oct 2, 2019 | 5 | Oct 9, 2019 | 9 |
| -1.66% | Nov 16, 2021 | 9 | Nov 30, 2021 | 22 | Dec 31, 2021 | 31 |
| -1.65% | Jul 12, 2021 | 21 | Aug 10, 2021 | 10 | Aug 24, 2021 | 31 |
| -1.65% | Aug 19, 2025 | 2 | Aug 21, 2025 | 14 | Sep 11, 2025 | 16 |
| -1.64% | Aug 19, 2019 | 19 | Sep 16, 2019 | 7 | Sep 25, 2019 | 26 |