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Drawdown history

SOXX observed max drawdown: 63.0%

iShares Semiconductor ETF. From its 2001-07-31 peak, SOXX fell 63.0% to the 2008-11-30 trough and needed 12.3 years to make a new high (2013-11-30). Computed from 302 months of observed fund history. Fund inception boundary (first available fund observation): 2001-07-13; the monthly analysis runs from 2001-07-31 through 2026-08-31.

Before 2001-07-13, the extended history is simulated. Observed fund drawdowns come first; simulation assumptions and results are separated below.

What is SOXX's observed maximum drawdown?

SOXX's observed maximum drawdown was 63.0%, from a peak in 2001-07-31 to a trough in 2008-11-30, based on monthly closes from fund prices first observed on 2001-07-13. The sample contains 302 monthly observations through 2026-08-31. Monthly closes can miss deeper daily losses.

SOXX: observed fund prices, monthly closes
MeasureValue
Maximum drawdown-63.0%
Peak2001-07-31
Trough2008-11-30
Recovered2013-11-30
Monthly observations302

Last verified

What is SOXX's observed maximum drawdown?

SOXX's observed maximum drawdown was 63.0%, from a peak in 2001-07-31 to a trough in 2008-11-30, based on monthly closes from fund prices first observed on 2001-07-13.

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

SOXX took 12.3 years from the 2001-07-31 peak to make a new high in 2013-11-30, based only on observed fund prices.

What was SOXX's worst 12-month return?

SOXX's worst observed rolling 12-month return was -54.0%, in the 12 months ending 2008-11-30.

SOXX observed fund drawdown statistics

Maximum drawdown
-63.0%

2001-07-31 peak to 2008-11-30 trough.

Recovery time
12.3 years

New high reached 2013-11-30.

Time underwater
78.5%

Share of all months spent below a prior high.

Worst 12 months
-54.0%

Rolling year ending 2008-11-30.

The biggest SOXX drawdowns in observed fund history

DepthPeakTroughRecoveredPeak to troughTotal underwater
-63.0%2001-07-312008-11-302013-11-3088 mo12.3 years
-40.7%2021-12-312022-09-302023-07-319 mo19 months
-25.1%2024-06-302025-04-302025-08-3110 mo14 months
-21.2%2026-06-302026-07-31not yet1 mo2 months
-18.7%2015-05-312015-09-302016-07-314 mo14 months

Methodology: observed SOXX fund prices only, first available from 2001-07-13. Monthly closing-price statistics cover 2001-07-31 through 2026-08-31; no proxy or pre-inception simulation is included in this table. Educational information, not investment advice.

Hypothetical, not observed

Before 2001-07-13: simulated from the underlying index with assumptions

This separate series combines observed prices with a modeled pre-inception extension from 1985-07-31 through 2026-09-30. The 2026-09-30 endpoint is the legacy current partial-month bucket/month-end label, not evidence that SOXX was observed through that future date. It is not observed SOXX performance. The API's observed boundary is 2001-07-13; observed monthly statistics run from 2001-07-31 through 2026-08-31.

  • Rebalancing convention: monthly rebalance at month-end close; drawdown statistics use monthly closing prices.
  • Proxy source for SOXX: FSELX (proxy_etf), from 1985-07-29 to 2001-07-12.
  • Proxy source for SPY: VFINX (proxy_etf), from 1976-08-31 to 1993-01-28.
  • Proxy source for SPY: spy_tr (static_monthly), from 1900-01-31 to 1976-08-30.

Modeled extended statistics

Maximum drawdown
-81.4%

2000-08-31 peak to 2008-11-30 trough.

Recovery time
16.5 years

New high reached 2017-02-28.

Time underwater
79.6%

Share of all months spent below a prior high.

Worst 12 months
-59.2%

Rolling year ending 2001-09-30.

For context, SPY (the S&P 500 baseline) had a maximum drawdown of 50.8% over the same kind of monthly-close analysis.

Modeled extended drawdowns

DepthPeakTroughRecoveredPeak to troughTotal underwater
-81.4%2000-08-312008-11-302017-02-2899 mo16.5 years
-48.1%1986-04-301988-11-301992-01-3131 mo5.8 years
-40.7%2021-12-312022-09-302023-07-319 mo19 months
-34.3%1997-09-301998-08-311998-11-3011 mo14 months
-25.1%2024-06-302025-04-302025-08-3110 mo14 months

Monthly closing prices, peak-to-trough on total return where available. The pre-inception segment is a reconstruction, not a live fund record, and actual tracking, financing, taxes, spreads, and volatility drag can differ.

Drawdowns are the reason tactical strategies exist

Buy-and-hold SOXX means living through every number on this page. BestFolio tracks published TAA strategies whose whole job is cutting these drawdowns, with out-of-sample track records.