spy_2022_drawdown
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-04, from what-is-hedging.
| month | worst_close_vs_peak_pct | month_end_vs_peak_pct |
|---|---|---|
| 2022-01 | -9.7 | -5.8 |
| 2022-02 | -11.7 | -8.6 |
| 2022-03 | -12.9 | -5.5 |
| 2022-04 | -13.8 | -13.8 |
| 2022-05 | -18.5 | -13.6 |
| 2022-06 | -23.4 | -21 |
| 2022-07 | -20.9 | -13.8 |
| 2022-08 | -17.3 | -17.3 |
| 2022-09 | -25.2 | -25.2 |
| 2022-10 | -25.4 | -19.2 |
| 2022-11 | -22.3 | -14.7 |
| 2022-12 | -21.2 | -19.9 |
- Rows × columns
- 12 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
month |
text | 12 distinct values (2022-01, 2022-02, 2022-03…) | |
worst_close_vs_peak_pct |
number | -25.4 to -9.7 | percent |
month_end_vs_peak_pct |
number | -25.2 to -5.5 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH
(
SELECT argMin(toFloat64(close), date)
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2022-01-01'
AND date < '2022-01-10'
) AS peak_close
SELECT
formatDateTime(toStartOfMonth(date), '%Y-%m') AS month,
round((min(toFloat64(close)) / peak_close - 1) * 100, 1) AS worst_close_vs_peak_pct,
round((argMax(toFloat64(close), date) / peak_close - 1) * 100, 1) AS month_end_vs_peak_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2022-01-01'
AND date < '2023-01-01'
GROUP BY month
ORDER BY month
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