CMBI 10

CMBI 10

CMBI10

The CMBI 10 is designed to measure the performance an investor would expect from investing in a diversified basket of cryptoassets, weighted by their free float market capitalization. The 10 largest cryptoassets, defined by an asset's expected 10 year future market capitalization, are selected as the index constituents.

Return

2,635.43 as of most recent NY market close
24hr return +1.48%
year to date +37.86%

Performance

Time Returns Range
1D +1.48% 2,597.00 - 2,635.43
7D +7.37% 2,454.54 - 2,659.86
1M +36.58% 1,904.46 - 2,659.86
3M +6.72% 1,838.40 - 2,659.86
1Y -42.38% 1,838.40 - 5,965.86
2Y -20.41% 1,838.40 - 8,503.64
MTD +37.86% 1,911.65 - 2,659.86
QTD +37.86% 1,911.65 - 2,659.86
YTD +37.86% 1,911.65 - 2,659.86
Q4:22 -16.41% 1,838.40 - 2,622.89
Q3:22 +11.76% 2,046.32 - 3,008.44
Q2:22 -64.30% 1,920.79 - 5,944.64
Q1:22 -5.76% 4,370.10 - 6,295.61

Volatility

3 MONTHS58.50%
6 MONTHS54.19%
1 YEAR67.88%
2 YEARS75.85%

Sharpe

1 YEAR-0.500
2 YEARS0.216
5 YEARS0.448

Sortino

1 YEAR-0.671
2 YEARS0.300
5 YEARS0.627

About The Index

The CMBI 10 is an institutionally designed cryptoasset benchmark that accurately and reliably represents the performance of a basket of the 10 largest cryptoassets, weighted by free float market capitalization.

The CMBI 10 aggregates asset price data from major global trading venues that conform to the Coin Metrics Market Selection Framework. In doing so, Coin Metrics produces the most transparent, robust and manipulation resistant aggregate levels for customers and markets.

Index levels are calculated and disseminated:

  • Real-time (every 15 seconds): Utilizing the most recent trade data from constituent markets and applying an inverse price variance and 'volume-weighted' median methodology to generate the most timely and accurate pricing
  • Hourly/End-of-Day: Observing trade data from constituent markets over a 61 minute period and applying a time-weighted volume-weighted median to obtain robust and manipulation resistant pricing

Key Information

Name CMBI 10
Base date January 3, 2017
Base value 100
Weighting Free Float Market Capitalization
Constituents 10
Rebalancing Monthly
Base currency USD
Bloomberg ticker CMBI10
Administrator Coin Metrics

Quick Links

Historical Data

Date Open High Low Close*

Constituent Data

Asset Rate 24hr Price Change
Bitcoin
btc Bitcoin
$23,115.59 0.00%
Ethereum
eth Ethereum
$1,589.27 0.00%
BNB
bnb BNB
$306.76 +0.01%
Solana
sol Solana
$24.21 -0.01%
Avalanche
avax Avalanche
$18.64 +0.02%
Chainlink
link Chainlink
$7.30 +0.04%
Polkadot
dot Polkadot
$6.46 0.00%
Polygon
matic Polygon
$1.17 +0.08%
Cardano
ada Cardano
$0.380 +0.01%
Dogecoin
doge Dogecoin
$0.0900 0.00%

As of 01/27/2023 17:13 UTC

Constituent Weights

As of 01/27/2023 17:00 UTC