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

15,509.65 as of most recent NY market close
24hr return
year to date +6.31%

Performance

Time Returns Range
1D 15,509.65 - 15,509.65
7D +0.66% 15,408.44 - 15,542.80
1M +1.63% 14,992.67 - 15,542.80
3M +7.63% 13,834.96 - 16,861.60
1Y +51.84% 9,408.76 - 16,861.60
2Y -0.01% 9,310.27 - 16,861.60
MTD +3.23% 14,992.67 - 15,542.80
QTD -4.99% 14,992.67 - 16,324.92
YTD +6.31% 13,161.07 - 16,861.60
Q1:24 +11.90% 13,161.07 - 16,861.60
Q4:23 +43.80% 9,748.02 - 15,099.48
Q3:23 +2.49% 9,846.68 - 10,671.70
Q2:23 -5.67% 9,408.76 - 10,993.25

Volatility

3 MONTHS35.78%
6 MONTHS33.04%
1 YEAR29.32%
2 YEARS34.70%

Sharpe

1 YEAR1.386
2 YEARS0.046
5 YEARS0.846

Sortino

1 YEAR2.190
2 YEARS0.063
5 YEARS1.206

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
May 16, 2024 15,509.65 15,509.65 15,509.65 15,509.65
May 15, 2024 15,509.65 15,509.65 15,509.65 15,509.65
May 14, 2024 15,509.65 15,509.65 15,509.65 15,509.65
May 13, 2024 15,509.65 15,509.65 15,509.65 15,509.65
May 12, 2024 15,540.86 15,557.69 15,501.67 15,509.65
May 11, 2024 15,533.37 15,546.29 15,514.44 15,540.55
May 10, 2024 15,545.12 15,563.07 15,499.66 15,533.77
May 9, 2024 15,510.01 15,556.10 15,443.23 15,544.14
May 8, 2024 15,407.03 15,540.01 15,382.52 15,510.13
May 7, 2024 15,324.24 15,423.86 15,302.50 15,406.34
May 6, 2024 15,244.61 15,336.11 15,227.61 15,323.84
May 5, 2024 15,314.10 15,421.55 15,234.19 15,244.56
May 4, 2024 15,331.84 15,345.00 15,216.41 15,314.12
May 3, 2024 15,269.50 15,380.72 15,266.13 15,331.96
May 2, 2024 15,137.75 15,278.62 15,076.28 15,270.04
May 1, 2024 14,965.74 15,151.85 14,937.01 15,136.16
Apr 30, 2024 14,998.06 15,153.00 14,799.86 14,971.11
Apr 29, 2024 15,298.73 15,396.72 14,981.19 14,999.50
Apr 28, 2024 15,260.47 15,299.13 15,204.54 15,298.22
Apr 27, 2024 15,260.47 15,260.47 15,260.47 15,260.47
Apr 26, 2024 15,260.47 15,260.47 15,260.47 15,260.47
Apr 25, 2024 15,260.47 15,260.47 15,260.47 15,260.47
Apr 24, 2024 15,260.47 15,260.47 15,260.47 15,260.47
Apr 23, 2024 15,260.47 15,260.47 15,260.47 15,260.47
Apr 22, 2024 15,260.47 15,260.47 15,260.47 15,260.47