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Drawdown history

DIA observed max drawdown: 47.0%

SPDR Dow Jones Industrial Average ETF. From its 2007-10-31 peak, DIA fell 47.0% to the 2009-02-28 trough and needed 3.5 years to make a new high (2011-04-30). Computed from 344 months of observed fund history. Fund inception boundary (first available fund observation): 1998-01-20; the monthly analysis runs from 1998-01-31 through 2026-08-31.

What is DIA's observed maximum drawdown?

DIA's observed maximum drawdown was 47.0%, from a peak in 2007-10-31 to a trough in 2009-02-28, based on monthly closes from fund prices first observed on 1998-01-20. The sample contains 344 monthly observations through 2026-08-31. Monthly closes can miss deeper daily losses.

DIA: observed fund prices, monthly closes
MeasureValue
Maximum drawdown-47.0%
Peak2007-10-31
Trough2009-02-28
Recovered2011-04-30
Monthly observations344

Last verified

What is DIA's observed maximum drawdown?

DIA's observed maximum drawdown was 47.0%, from a peak in 2007-10-31 to a trough in 2009-02-28, based on monthly closes from fund prices first observed on 1998-01-20.

How long did DIA take to recover from its worst drawdown?

DIA took 3.5 years from the 2007-10-31 peak to make a new high in 2011-04-30, based only on observed fund prices.

What was DIA's worst 12-month return?

DIA's worst observed rolling 12-month return was -40.7%, in the 12 months ending 2009-02-28.

DIA observed fund drawdown statistics

Maximum drawdown
-47.0%

2007-10-31 peak to 2009-02-28 trough.

Recovery time
3.5 years

New high reached 2011-04-30.

Time underwater
66.9%

Share of all months spent below a prior high.

Worst 12 months
-40.7%

Rolling year ending 2009-02-28.

The biggest DIA drawdowns in observed fund history

DepthPeakTroughRecoveredPeak to troughTotal underwater
-47.0%2007-10-312009-02-282011-04-3016 mo3.5 years
-31.1%1999-12-312002-09-302004-12-3133 mo5.0 years
-22.6%2019-12-312020-03-312020-08-313 mo8 months
-19.8%2021-12-312022-09-302023-07-319 mo19 months
-17.1%1998-04-301998-08-311998-11-304 mo7 months

Methodology: observed DIA fund prices only, first available from 1998-01-20. Monthly closing-price statistics cover 1998-01-31 through 2026-08-31; no proxy or pre-inception simulation is included in this table. Educational information, not investment advice.

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