CONVEX
Monthly Recap

Tech crash starts: QQQ -9%, worst January since 2008

January 2022
Tech-led bear marketRising real ratesGrowth-to-value rotationPolicy regime change

Monthly Performance

AssetCloseChange
S&P 500 (SPY)449.91-5.18%
Nasdaq 100 (QQQ)355.68-8.97%
Russell 2000 (IWM)200.27-9.68%
20Y+ Treasury (TLT)141.34-3.60%
Gold1797.00-1.75%
VIX24.83+44.30%
Bitcoin38,466-16.90%

Macro Dashboard

IndicatorMonth-endvs. priorvs. YoY
Recession probability (CVRP)30.00+21.00−16.00
10Y Treasury yield1.79%+0.27pp+0.68pp
2s10s spread61bps−18bps−39bps
VIX24.83+7.61−8.26
HY credit spread363bps+53bps−21bps
CPI (headline, YoY %)7.56%
Unemployment rate4.00%+0.10pp−2.40pp
WTI crude$89.16+$13.83+$37.00

Values captured at month-end (last available daily observation). Sources: FRED (rates, credit, commodities, labor), BLS (CPI), Convex proprietary indices (CVRP).

What Happened

January 2022 inaugurated the 2022 bear market with a concentrated tech-sector decline. The catalyst was the accelerating Fed hawkish shift: December FOMC minutes released January 5 revealed plans for QT to begin "relatively soon after" the first rate hike, shifting terminal rate expectations meaningfully higher. The 10Y Treasury yield rose from 1.51% at year-start to 1.79% by month-end, compressing growth multiples.

The Nasdaq 100 fell 9% on the month, with intra-month drawdown reaching -15% at the January 24 intraday low. Unprofitable growth segments were devastated: ARKK -20%, IPO ETF -23%, meme stocks collapsed. Cathie Wood's flagship innovation ETF began a multi-year underperformance that would run through 2024. Growth-to-value rotation accelerated: energy sector gained 19% on rising oil prices, financials gained 0.7% on rising yields.

The month established the 2022 regime: rising real rates, tech-led equity weakness, commodity strength, and wider credit spreads. Bitcoin fell 17% as risk-off positioning dominated crypto. The monthly VIX close of 24.8 was elevated but masked multiple intra-month spikes above 38. The January performance was a clear precursor to the full-year 2022 bear market, which would see the S&P 500 down 19.4% and Nasdaq 100 down 33%. January's violent start was a microcosm of the year ahead.

Key Dates

2022-01-05
FOMC minutes reveal hawkish QT discussion
2022-01-24
S&P 500 -10% intraday, reversal candle
2022-01-26
FOMC signals March rate hike, dots rise

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Monthly recaps land in your inbox the first trading day of each month. Written by the research desk.