CMBI 10 Momentum

CMBI 10 Momentum

CMBI10M

The CMBI 10 Momentum (CMBI10M) is based on the CMBI 10, its parent index, which has been designed to represent the performance of the 10 largest crypto assets. The CMBI10M is designed to reflect the performance of a short term momentum strategy by dynamically weighting CMBI10 assets with high momentum to capture the upside of an aggressive cryptoasset growth index.

Return

10,128.23 as of most recent NY market close
24hr return +2.52%
year to date +7.79%

Performance

Time Returns Range
1D +2.52% 9,879.46 - 10,128.23
7D -1.49% 9,879.46 - 10,281.06
1M -5.36% 9,879.46 - 10,701.46
3M +7.79% 9,310.27 - 11,470.06
1Y -45.69% 9,310.27 - 18,858.74
2Y -55.62% 9,310.27 - 29,672.01
MTD -3.30% 9,879.46 - 10,481.87
QTD +7.79% 9,310.27 - 11,470.06
YTD +7.79% 9,310.27 - 11,470.06
Q4:22 -24.49% 9,333.28 - 13,044.36
Q3:22 -13.80% 12,443.19 - 16,183.43
Q2:22 -19.94% 14,435.65 - 18,858.74
Q1:22 -14.34% 15,973.35 - 21,628.70

Volatility

3 MONTHS37.23%
6 MONTHS44.97%
1 YEAR40.33%
2 YEARS47.54%

Sharpe

1 YEAR-1.378
2 YEARS-0.642
5 YEARS0.673

Sortino

1 YEAR-1.720
2 YEARS-0.834
5 YEARS0.963

About The Index

The CMBI 10 Momentum is an institutionally designed cryptoasset benchmark that accurately and reliably represents the performance of a short term momentum factor applied to a basket of the 10 largest cryptoassets.

The CMBI 10 Momentum 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 Momentum
Base date January 9, 2017
Base value 100
Weighting 14 Day Momentum Factor
Constituents Up to 10 crypto assets and cash
Rebalancing Weekly
Base currency USD
Bloomberg ticker CMBI10M
Administrator Coin Metrics

Quick Links

Historical Data

Date Open High Low Close
Mar 27, 2023 9,847.69 10,180.28 9,823.65 10,154.80
Mar 26, 2023 10,181.70 10,223.11 9,785.32 9,844.04
Mar 25, 2023 10,032.82 10,236.95 10,025.30 10,181.70
Mar 24, 2023 10,156.15 10,162.14 10,029.96 10,033.55
Mar 23, 2023 10,296.08 10,301.17 10,064.20 10,154.69
Mar 22, 2023 10,000.36 10,365.59 9,985.93 10,295.06
Mar 21, 2023 10,278.46 10,338.98 9,994.63 10,005.32
Mar 20, 2023 10,190.94 10,334.27 10,077.22 10,274.49
Mar 19, 2023 10,286.06 10,298.38 10,167.99 10,191.69
Mar 18, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 17, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 16, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 15, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 14, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 13, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 12, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 11, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 10, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 9, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 8, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 7, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 6, 2023 10,286.06 10,286.06 10,286.06 10,286.06
Mar 5, 2023 10,351.90 10,363.57 10,274.11 10,286.06
Mar 4, 2023 10,274.11 10,408.95 10,221.36 10,353.20
Mar 3, 2023 10,368.76 10,402.47 10,246.89 10,274.11