Historical Year Data · 2022
Financial Stress Index (StL) in 2022
Financial Stress Index (StL) opened 2022 at -0.70 and closed at -0.04, a +94.23% move for the year. The high of 0.61 was reached on July 1, and the low of -0.70 on January 7.
Open
-0.70
2022-01
Close
-0.04
52 data points
High
0.61
Jul 1
Low
-0.70
Jan 7
Full Year Change
+94.23%
2021 Change
-63.13%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -0.70 | -0.20 | -0.20 | -0.70 | +71.08% |
| Feb | -0.51 | -0.01 | -0.01 | -0.59 | +98.52% |
| Mar | 0.29 | -0.61 | 0.29 | -0.61 | -309.25% |
| Apr | -0.48 | 0.18 | 0.18 | -0.48 | +137.56% |
| May | 0.21 | 0.28 | 0.56 | 0.21 | +33.17% |
| Jun | -0.16 | 0.37 | 0.37 | -0.16 | +328.56% |
| Jul | 0.61 | -0.20 | 0.61 | -0.27 | -132.11% |
| Aug | -0.48 | -0.21 | -0.21 | -0.48 | +57.39% |
| Sep | -0.14 | 0.52 | 0.52 | -0.44 | +476.29% |
| Oct | 0.16 | -0.29 | 0.29 | -0.29 | -279.26% |
| Nov | -0.39 | -0.23 | -0.23 | -0.39 | +40.92% |
| Dec | -0.12 | -0.04 | 0.12 | -0.12 | +66.08% |
Events During 2022
2022 Fed Rate Hiking Cycle
Stagflation
March–December 2022
The Fed raised rates 425bps in 2022, the fastest hiking cycle since the Volcker era. The 60/40 portfolio posted its worst year since 1937.
2022 UK Mini-Budget & Gilt Crisis
Stagflation
September 23 – October 14, 2022
UK Prime Minister Liz Truss's September 23, 2022 mini-budget triggered a collapse in sterling and gilts. LDI pension strategies faced forced liquidation. The Bank of England intervened to prevent financial instability.
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