CMBI Bitcoin

CMBI Bitcoin

CMBIBTC

The CMBI Bitcoin is designed to measure the performance an investor would expect from purchasing and holding Bitcoin.

Return

$23,105.56 as of most recent NY market close
24hr return +0.92%
year to date +39.55%

Performance

Time Returns Range
1D +0.92% $22,895.50 - $23,105.56
7D +9.45% $21,111.52 - $23,167.57
1M +38.65% $16,542.40 - $23,167.57
3M +12.21% $15,799.60 - $23,167.57
1Y -37.63% $15,799.60 - $48,021.06
2Y -27.88% $15,799.60 - $67,130.05
MTD +39.55% $16,556.94 - $23,167.57
QTD +39.55% $16,556.94 - $23,167.57
YTD +39.55% $16,556.94 - $23,167.57
Q4:22 -15.74% $15,799.60 - $21,322.90
Q3:22 +3.88% $18,759.25 - $24,448.37
Q2:22 -58.60% $18,121.48 - $46,485.07
Q1:22 -0.53% $35,096.00 - $48,021.06

Volatility

3 MONTHS51.72%
6 MONTHS49.86%
1 YEAR61.61%
2 YEARS69.71%

Sharpe

1 YEAR-0.491
2 YEARS0.099
5 YEARS0.537

Sortino

1 YEAR-0.666
2 YEARS0.139
5 YEARS0.766

About The Index

The Coin Metrics Bletchley Index (CMBI) Bitcoin is an institutionally designed cryptoasset benchmark that accurately and reliably represents a real-time market aggregate USD value for Bitcoin.

The CMBI Bitcoin aggregates data from the major global BTC/USD markets 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
Base date July 18, 2010
Base value $0.0808
Constituents Bitcoin Only
Base currency USD
Bloomberg ticker CMBIBTC
Administrator Coin Metrics

Quick Links

Historical Data

Date Open High Low Close*