CMBI Bitcoin and Ethereum

CMBI Bitcoin and Ethereum

CMBIBE

The CMBI Bitcoin and Ethereum is an institutionally designed cryptoasset benchmark that accurately and reliably represents the performance of a portfolio of Bitcoin and Ethereum, weighted by their free float market capitalization.

Return

32,452.34 as of most recent NY market close
24hr return +5.05%
year to date +57.29%

Performance

Time Returns Range
1D +5.05% 30,890.95 - 32,452.34
7D +15.13% 28,187.18 - 32,452.34
1M +2.28% 27,334.43 - 32,452.34
3M +5.51% 27,334.43 - 34,730.16
1Y +112.71% 12,728.23 - 35,640.10
2Y +163.68% 8,387.96 - 35,640.10
MTD +6.75% 27,334.43 - 32,452.34
QTD +6.75% 27,334.43 - 32,452.34
YTD +57.29% 19,238.60 - 35,640.10
Q2:24 -10.79% 27,565.96 - 34,730.16
Q1:24 +65.17% 19,238.60 - 35,640.10
Q4:23 +49.84% 13,230.27 - 21,410.88
Q3:23 -11.67% 12,728.23 - 16,210.93

Volatility

3 MONTHS44.74%
6 MONTHS49.89%
1 YEAR44.62%
2 YEARS48.86%

Sharpe

1 YEAR1.791
2 YEARS1.136
5 YEARS0.921

Sortino

1 YEAR2.786
2 YEARS1.692
5 YEARS1.327

About The Index

Coin Metrics’ CMBI Bitcoin and Ethereum is an institutionally designed cryptoasset benchmark that accurately and reliably represent the performance of a portfolio of Bitcoin and Ethereum, weighted by their free float market capitalization.

The CMBI Bitcoin and Ethereum aggregates data from the BTC/USD and ETH/USD markets of 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 Bitcoin and Ethereum
Base date 2015-08-08
Base value 100
Weighting Free Float Market Capitalization
Constituents Only Bitcoin and Ethereum
Rebalancing Monthly
Base currency USD
Bloomberg ticker CMBIBE
Administrator Coin Metrics

Quick Links

Historical Data

Date Open High Low Close
Jul 18, 2024 30,893.24 32,570.00 30,757.19 32,466.27
Jul 17, 2024 31,277.16 31,650.52 30,721.36 30,873.92
Jul 16, 2024 31,649.99 32,068.97 30,928.02 31,259.96
Jul 15, 2024 30,866.75 31,700.41 30,369.14 31,638.35
Jul 14, 2024 29,079.33 31,061.97 29,071.68 30,876.46
Jul 13, 2024 28,570.27 29,324.46 28,405.56 29,082.66
Jul 12, 2024 28,090.52 28,678.20 27,870.13 28,576.17
Jul 11, 2024 27,990.97 28,505.90 27,566.95 28,090.53
Jul 10, 2024 27,988.18 28,888.62 27,758.39 27,991.44
Jul 9, 2024 28,035.01 28,707.41 27,752.94 27,991.94
Jul 8, 2024 27,392.05 28,213.67 27,241.68 28,027.53
Jul 7, 2024 27,559.34 28,223.10 26,156.28 27,406.48
Jul 6, 2024 28,009.88 28,262.90 27,297.87 27,556.82
Jul 5, 2024 27,339.09 28,113.33 27,124.30 28,010.29
Jul 4, 2024 28,346.83 28,612.55 26,023.59 27,331.05
Jul 3, 2024 29,171.14 29,573.05 27,741.48 28,345.90
Jul 2, 2024 30,336.55 30,500.70 29,174.04 29,175.53
Jul 1, 2024 30,947.12 31,021.09 30,281.17 30,317.88
Jun 30, 2024 30,408.57 31,248.30 30,295.67 30,993.31
Jun 29, 2024 29,962.73 30,437.15 29,774.16 30,404.24
Jun 28, 2024 29,604.84 30,071.48 29,604.66 29,964.70
Jun 27, 2024 30,285.73 30,657.06 29,600.42 29,600.42
Jun 26, 2024 30,033.42 30,682.36 29,789.72 30,278.92
Jun 25, 2024 30,401.57 30,593.95 29,774.81 30,022.05
Jun 24, 2024 29,150.07 30,551.32 28,856.66 30,409.90

Constituent Data

Asset Rate 24hr Price Change
Bitcoin
btc Bitcoin
$67,545.00 +1.26%
Ethereum
eth Ethereum
$3,536.88 +0.89%

As of 2024-07-20 19:10 UTC

Constituent Weights

As of 2024-07-20 19:00 UTC