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

12,246.25 as of most recent NY market close
24hr return +1.25%
year to date +37.45%

Performance

Time Returns Range
1D +1.25% 12,095.35 - 12,246.25
7D +7.17% 11,426.50 - 12,403.99
1M +36.56% 8,888.82 - 12,403.99
3M +8.94% 8,387.96 - 12,403.99
1Y -37.10% 8,387.96 - 25,673.94
2Y -16.45% 8,387.96 - 35,857.20
MTD +37.45% 8,909.89 - 12,403.99
QTD +37.45% 8,909.89 - 12,403.99
YTD +37.45% 8,909.89 - 12,403.99
Q4:22 -14.04% 8,387.96 - 11,698.57
Q3:22 +12.17% 9,240.58 - 13,709.27
Q2:22 -62.34% 8,715.93 - 25,343.40
Q1:22 -4.05% 18,532.40 - 26,383.77

Volatility

3 MONTHS56.48%
6 MONTHS53.53%
1 YEAR66.60%
2 YEARS73.91%

Sharpe

1 YEAR-0.392
2 YEARS0.234
5 YEARS0.517

Sortino

1 YEAR-0.534
2 YEARS0.328
5 YEARS0.729

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*

Constituent Data

Asset Rate 24hr Price Change
Bitcoin
btc Bitcoin
$23,235.49 +0.01%
Ethereum
eth Ethereum
$1,608.35 +0.01%

As of 01/27/2023 17:57 UTC

Constituent Weights

As of 01/27/2023 17:00 UTC