Index family
All variants use the same engine, data and schedule; only the size, weighting or exclusions differ. Statistics cover daily closes since the January 6, 2020 base date. Sharpe uses a 0% risk-free rate.
| Index | Level | 24h | YTD | 1Y | CAGR | Volatility | Max drawdown | Sharpe | Corr. BTC |
|---|---|---|---|---|---|---|---|---|---|
| C100 | 7,665.83 | +0.03% | −12.51% | −35.57% | +34.7% | 72.1% | −79.9% | 0.78 | 0.88 |
| C25 | 7,289.57 | 0.00% | −12.49% | −35.24% | +33.7% | 72.7% | −80.6% | 0.77 | 0.87 |
| C100 Equal Weight | 2,262.42 | +0.33% | −13.29% | −41.86% | +12.6% | 79.7% | −91.4% | 0.56 | 0.82 |
| C100 ex-BTC | 6,263.16 | −0.10% | −12.85% | −36.82% | +30.7% | 75.7% | −82.0% | 0.74 | 0.84 |
C100
Flagship: 100 largest eligible crypto assets, modified market-cap weighted.
C25
25 largest eligible crypto assets, modified market-cap weighted.
C100 Equal Weight
Same constituents as C100, equally weighted.
C100 ex-BTC
C100 methodology with Bitcoin excluded.