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
Performance
Time | Returns | Range |
---|---|---|
1D |
-0.43%
| 11,458.11 - 11,507.46 |
7D |
+3.07%
| 11,116.50 - 11,760.62 |
1M |
+5.03%
| 10,877.53 - 11,760.62 |
3M |
-12.92%
| 10,877.53 - 13,158.16 |
1Y |
+5.92%
| 10,760.58 - 16,861.60 |
2Y |
-4.45%
| 9,310.27 - 16,861.60 |
MTD |
-0.43%
| 11,458.11 - 11,507.46 |
QTD |
-2.65%
| 10,877.53 - 11,770.01 |
YTD |
-21.46%
| 10,877.53 - 16,861.60 |
Q3:24 |
-19.78%
| 10,879.59 - 14,895.00 |
Q2:24 |
-10.12%
| 14,654.69 - 16,324.92 |
Q1:24 |
+11.90%
| 13,161.07 - 16,861.60 |
Q4:23 |
+43.80%
| 9,748.02 - 15,099.48 |
Volatility
3 MONTHS | 28.79% |
---|---|
6 MONTHS | 25.87% |
1 YEAR | 32.63% |
2 YEARS | 33.73% |
Sharpe
1 YEAR | 0.180 |
---|---|
2 YEARS | -0.046 |
5 YEARS | 0.715 |
Sortino
1 YEAR | 0.256 |
---|---|
2 YEARS | -0.063 |
5 YEARS | 1.027 |
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 | 2017-01-09 |
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 | |
---|---|---|---|---|---|
Oct 31, 2024 | 11,464.70 | 11,660.62 | 11,355.73 | 11,459.82 | |
Oct 30, 2024 | 11,650.41 | 11,756.77 | 11,461.25 | 11,464.86 | |
Oct 29, 2024 | 11,728.60 | 11,864.00 | 11,600.91 | 11,650.63 | |
Oct 28, 2024 | 11,545.79 | 11,922.09 | 11,515.70 | 11,731.35 | |
Oct 27, 2024 | 11,291.65 | 11,595.13 | 11,253.38 | 11,542.79 | |
Oct 26, 2024 | 11,171.44 | 11,323.20 | 11,148.30 | 11,291.92 | |
Oct 25, 2024 | 11,116.81 | 11,177.04 | 10,899.96 | 11,170.20 | |
Oct 24, 2024 | 11,342.68 | 11,389.08 | 11,033.31 | 11,116.49 | |
Oct 23, 2024 | 11,211.92 | 11,346.75 | 11,166.53 | 11,338.54 | |
Oct 22, 2024 | 11,266.29 | 11,302.45 | 11,029.80 | 11,208.48 | |
Oct 21, 2024 | 11,336.21 | 11,370.60 | 11,190.15 | 11,266.76 | |
Oct 20, 2024 | 11,363.10 | 11,367.41 | 11,215.03 | 11,336.08 | |
Oct 19, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 18, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 17, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 16, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 15, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 14, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 13, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 12, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 11, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 10, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 9, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 8, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 | |
Oct 7, 2024 | 11,363.10 | 11,363.10 | 11,363.10 | 11,363.10 |
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