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 |
+0.08%
| 20,292.17 - 20,308.75 |
| 7D |
+4.30%
| 19,471.76 - 20,308.75 |
| 1M |
-4.14%
| 18,711.06 - 22,016.06 |
| 3M |
+19.77%
| 16,956.78 - 22,016.06 |
| 1Y |
+72.22%
| 10,877.53 - 22,016.06 |
| 2Y |
+99.96%
| 9,748.02 - 22,016.06 |
| MTD |
+1.24%
| 18,711.06 - 20,308.75 |
| QTD |
+15.67%
| 17,493.62 - 22,016.06 |
| YTD |
+25.71%
| 13,572.53 - 22,016.06 |
| Q2:25 |
+14.06%
| 15,238.87 - 18,252.43 |
| Q1:25 |
-4.72%
| 13,572.53 - 16,266.47 |
| Q4:24 |
+37.26%
| 10,877.53 - 18,342.80 |
| Q3:24 |
-19.78%
| 10,879.59 - 14,895.00 |
Volatility
| 3 MONTHS | 31.18% |
|---|---|
| 6 MONTHS | 36.36% |
| 1 YEAR | 37.92% |
| 2 YEARS | 34.83% |
Sharpe
| 1 YEAR | 1.501 |
|---|---|
| 2 YEARS | 1.025 |
| 5 YEARS | 0.579 |
Sortino
| 1 YEAR | 2.641 |
|---|---|
| 2 YEARS | 1.648 |
| 5 YEARS | 0.830 |
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 | |
|---|---|---|---|---|---|
| Aug 17, 2025 | 20,279.89 | 20,436.88 | 19,899.03 | 20,321.25 | |
| Aug 16, 2025 | 19,794.32 | 20,505.56 | 19,724.20 | 20,276.20 | |
| Aug 15, 2025 | 19,559.14 | 19,837.52 | 19,536.13 | 19,791.02 | |
| Aug 14, 2025 | 19,845.27 | 20,033.89 | 19,537.13 | 19,559.75 | |
| Aug 13, 2025 | 20,234.52 | 20,350.82 | 19,677.65 | 19,841.50 | |
| Aug 12, 2025 | 19,989.66 | 20,323.21 | 19,962.93 | 20,237.07 | |
| Aug 11, 2025 | 19,443.37 | 20,086.97 | 19,299.07 | 19,990.38 | |
| Aug 10, 2025 | 19,387.70 | 19,665.32 | 19,337.95 | 19,442.56 | |
| Aug 9, 2025 | 19,387.70 | 19,387.70 | 19,387.70 | 19,387.70 | |
| Aug 8, 2025 | 19,387.70 | 19,387.70 | 19,387.70 | 19,387.70 | |
| Aug 7, 2025 | 19,387.70 | 19,387.70 | 19,387.70 | 19,387.70 | |
| Aug 6, 2025 | 19,387.70 | 19,387.70 | 19,387.70 | 19,387.70 | |
| Aug 5, 2025 | 19,387.70 | 19,387.70 | 19,387.70 | 19,387.70 | |
| Aug 4, 2025 | 19,387.70 | 19,387.70 | 19,387.70 | 19,387.70 | |
| Aug 3, 2025 | 19,158.45 | 19,508.64 | 19,105.40 | 19,387.70 | |
| Aug 2, 2025 | 18,658.33 | 19,223.04 | 18,499.42 | 19,151.91 | |
| Aug 1, 2025 | 19,457.26 | 19,487.43 | 18,523.85 | 18,660.46 | |
| Jul 31, 2025 | 20,030.28 | 20,087.13 | 19,249.54 | 19,465.29 | |
| Jul 30, 2025 | 20,209.18 | 20,732.13 | 20,004.40 | 20,034.13 | |
| Jul 29, 2025 | 20,476.00 | 20,686.09 | 19,703.66 | 20,214.79 | |
| Jul 28, 2025 | 20,905.59 | 21,094.64 | 20,285.19 | 20,470.56 | |
| Jul 27, 2025 | 21,242.21 | 21,856.01 | 20,764.66 | 20,903.69 | |
| Jul 26, 2025 | 21,104.09 | 21,368.50 | 20,895.43 | 21,232.97 | |
| Jul 25, 2025 | 20,305.81 | 21,123.46 | 20,305.81 | 21,106.32 | |
| Jul 24, 2025 | 20,889.37 | 21,019.63 | 19,932.16 | 20,314.59 |
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