CMBI Bitcoin and Ethereum

CMBI Bitcoin and Ethereum

CMBIBE

The Coin Metrics Bletchley Index (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

10,365.18 as of most recent NY market close
24hr return +1.10%
year to date -59.47%

Performance

Time Returns Range
1D +1.10% 10,252.42 - 10,365.18
7D +4.65% 9,904.88 - 10,365.18
1M -7.21% 9,904.88 - 12,328.57
3M +9.34% 9,475.23 - 13,709.27
1Y -55.19% 8,715.93 - 35,857.20
2Y +122.75% 4,560.92 - 35,857.20
MTD -7.21% 9,904.88 - 12,328.57
QTD +12.17% 9,240.58 - 13,709.27
YTD -59.47% 8,715.93 - 26,383.77
Q2:22 -62.34% 8,715.93 - 25,343.40
Q1:22 -4.05% 18,532.40 - 26,383.77
Q4:21 +10.54% 23,132.27 - 35,857.20
Q3:21 +28.95% 15,075.49 - 28,403.65

Volatility

3 MONTHS65.24%
6 MONTHS72.98%
1 YEAR70.47%
2 YEARS77.14%

Sharpe

1 YEAR-0.793
2 YEARS0.899
5 YEARS0.768

Sortino

1 YEAR-1.057
2 YEARS1.286
5 YEARS1.096

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 August 8, 2015
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*
Sep 30, 2022 10,252.42 10,487.43 10,197.92 10,365.18
Sep 29, 2022 10,291.72 10,361.00 10,068.68 10,252.42
Sep 28, 2022 10,096.27 10,291.72 9,823.03 10,291.72
Sep 27, 2022 10,173.70 10,719.63 10,046.94 10,096.27
Sep 26, 2022 9,990.31 10,173.70 9,878.33 10,173.70
Sep 25, 2022 10,168.95 10,167.92 9,980.15 9,990.31
Sep 24, 2022 9,904.88 10,211.94 9,992.12 10,168.95
Sep 23, 2022 10,185.74 10,293.84 9,852.09 9,904.88
Sep 22, 2022 10,160.55 10,185.74 9,633.97 10,185.74
Sep 21, 2022 10,169.49 10,327.55 10,035.11 10,160.55
Sep 20, 2022 10,325.61 10,431.16 10,082.61 10,169.49
Sep 19, 2022 10,479.69 10,465.99 9,806.26 10,325.61
Sep 18, 2022 10,801.45 10,853.95 10,444.26 10,479.69
Sep 17, 2022 10,573.66 10,837.15 10,615.47 10,801.45
Sep 16, 2022 10,807.76 10,827.11 10,490.64 10,573.66
Sep 15, 2022 11,099.16 11,344.55 10,775.56 10,807.76
Sep 14, 2022 11,237.25 11,320.29 11,065.79 11,099.16
Sep 13, 2022 12,328.57 12,417.97 11,237.25 11,237.25
Sep 12, 2022 12,148.62 12,368.34 12,066.26 12,328.57
Sep 11, 2022 12,070.71 12,229.65 12,022.59 12,148.62
Sep 10, 2022 11,911.17 12,070.71 11,892.58 12,070.71
Sep 9, 2022 11,006.51 11,923.36 10,999.25 11,911.17
Sep 8, 2022 10,772.95 11,048.00 10,898.33 11,006.51
Sep 7, 2022 10,707.62 10,772.95 10,437.77 10,772.95
Sep 6, 2022 11,034.63 11,324.44 10,707.62 10,707.62

Constituent Data

Asset Rate 24hr Price Change
Bitcoin
btc Bitcoin
$20,192.00 -0.03%
Ethereum
eth Ethereum
$1,590.08 0.00%

As of 2022-09-14 16:24 UTC

Constituent Weights

As of 2022-09-30 22:00 UTC