Performance analysis of Two Harbors Investment (TWO)
Annual Return
Over the past 3 years, TWO has had an average annual return of +12.30%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, TWO has had an average annual return of -3.59%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, TWO has had an average annual return of -3.64%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Oct 30, 2009, TWO has had an average annual return of +2.41%, underperforming the benchmark SPY, which returned +14.73% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +25.28% | +2.77% | -2.59% | +2.48% | -23.32% | +0.07% | -52.20% | +28.66% | -10.48% | +15.35% | +20.14% | -9.77% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | ||||||
| +19.48% | -6.37% | +40.09% | +14.46% | +17.35% | +3.87% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +12.81% | -9.94% | +10.56% | +4.41% | +6.57% | +0.24% | +25.28% | ||||||
| 2025 | +11.94% | +11.22% | -5.78% | -7.69% | -10.78% | +1.70% | -6.13% | +2.56% | -1.29% | +1.89% | +4.32% | +3.56% | +2.77% |
| 2024 | -7.59% | +1.68% | +4.50% | -1.16% | +1.74% | +2.81% | +5.61% | +5.12% | -1.98% | -14.28% | +2.17% | +0.68% | -2.59% |
| 2023 | +18.09% | -7.64% | -11.22% | -1.22% | -10.70% | +11.57% | -0.12% | +2.68% | -3.84% | -9.12% | +19.38% | +0.50% | +2.48% |
| 2022 | -0.35% | -12.00% | +9.29% | -10.24% | +11.02% | -6.74% | +11.77% | -9.85% | -28.04% | +7.24% | +15.17% | -3.85% | -23.32% |
| 2021 | -4.71% | +18.94% | +3.89% | +6.41% | -7.82% | +7.47% | -15.21% | +2.97% | -1.37% | +1.26% | -8.41% | +0.96% | +0.07% |
| 2020 | +4.38% | -11.21% | -71.88% | +21.39% | -1.09% | +14.51% | +7.74% | +0.37% | -4.04% | -0.59% | +23.32% | +4.88% | -52.20% |
| 2019 | +13.63% | -4.93% | +0.93% | +2.44% | -11.83% | +6.95% | +6.23% | -6.16% | +7.12% | +5.63% | +4.83% | +3.30% | +28.66% |
| 2018 | -9.29% | -0.41% | +7.83% | -0.72% | +1.90% | +4.62% | -0.90% | +0.77% | -2.42% | -1.61% | -2.11% | -7.50% | -10.48% |
| 2017 | +0.57% | +6.04% | +5.80% | +4.17% | -0.10% | +1.88% | -0.20% | +3.44% | +1.09% | -2.77% | -9.10% | +4.55% | +15.35% |
Drawdown analysis of Two Harbors Investment (TWO)
The maximum drawdown for the TWO was -84.71%, occurring on Apr 3, 2020. This drawdown has not yet recovered.
The current TWO drawdown is -56.46%.
Since Oct 30, 2009 TWO has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 4 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.71% | Feb 20, 2020 | 31 | Apr 3, 2020 | Ongoing | Ongoing | Ongoing |
| -31.39% | Mar 26, 2013 | 101 | Aug 19, 2013 | 881 | Feb 16, 2017 | 982 |
| -21.96% | Oct 5, 2017 | 306 | Dec 24, 2018 | 221 | Nov 8, 2019 | 527 |
| -20.98% | Jul 6, 2011 | 63 | Oct 4, 2011 | 94 | Feb 17, 2012 | 157 |
| -16.19% | Oct 8, 2012 | 25 | Nov 14, 2012 | 32 | Jan 2, 2013 | 57 |
| -13.52% | Jan 4, 2010 | 98 | May 25, 2010 | 76 | Sep 13, 2010 | 174 |
| -9.39% | Oct 30, 2009 | 7 | Nov 10, 2009 | 19 | Dec 8, 2009 | 26 |
| -7.76% | Mar 9, 2011 | 24 | Apr 12, 2011 | 26 | May 19, 2011 | 50 |
| -5.83% | Jun 19, 2017 | 20 | Jul 18, 2017 | 32 | Aug 31, 2017 | 52 |
| -4.86% | Apr 27, 2012 | 15 | May 18, 2012 | 17 | Jun 13, 2012 | 32 |
| -4.55% | Apr 27, 2017 | 8 | May 9, 2017 | 16 | Jun 1, 2017 | 24 |
| -4.05% | May 19, 2011 | 15 | Jun 10, 2011 | 8 | Jun 22, 2011 | 23 |
| -4.04% | Dec 8, 2009 | 9 | Dec 21, 2009 | 6 | Dec 30, 2009 | 15 |
| -3.91% | Feb 19, 2013 | 5 | Feb 26, 2013 | 2 | Feb 28, 2013 | 7 |
| -3.66% | Dec 13, 2010 | 4 | Dec 17, 2010 | 8 | Dec 30, 2010 | 12 |
| -3.66% | Jul 31, 2012 | 5 | Aug 7, 2012 | 14 | Aug 27, 2012 | 19 |
| -3.11% | Apr 2, 2012 | 4 | Apr 9, 2012 | 5 | Apr 16, 2012 | 9 |
| -2.81% | Mar 18, 2013 | 1 | Mar 19, 2013 | 5 | Mar 26, 2013 | 6 |
| -2.77% | Feb 5, 2020 | 3 | Feb 10, 2020 | 6 | Feb 19, 2020 | 9 |
| -2.73% | Dec 30, 2010 | 3 | Jan 4, 2011 | 7 | Jan 13, 2011 | 10 |
| -2.64% | Feb 21, 2012 | 1 | Feb 22, 2012 | 2 | Feb 24, 2012 | 3 |
| -2.64% | Sep 1, 2017 | 4 | Sep 8, 2017 | 14 | Sep 28, 2017 | 18 |
| -2.56% | Jan 22, 2013 | 12 | Feb 7, 2013 | 4 | Feb 13, 2013 | 16 |
| -2.05% | Jun 2, 2017 | 2 | Jun 6, 2017 | 8 | Jun 16, 2017 | 10 |
| -1.99% | Jun 24, 2011 | 2 | Jun 28, 2011 | 2 | Jun 30, 2011 | 4 |