CMBI Decentralized Exchange Sub-Sector Even
CMBIDEXE
The CMBI Decentralized Exchange Sub-Sector Even is designed to represent the performance of an investor holding every asset in the decentralized exchange sub-sector of the datonomy with an even weighting.
Return
Performance
| Time | Returns | Range |
|---|---|---|
| 1D |
-4.95%
| 260.45 - 274.00 |
| 7D |
+3.59%
| 247.21 - 275.48 |
| 1M |
+6.63%
| 203.72 - 275.48 |
| 3M |
+11.69%
| 198.41 - 275.48 |
| 1Y |
+8.25%
| 191.49 - 539.91 |
| 2Y |
+80.10%
| 124.26 - 539.91 |
| MTD |
+17.20%
| 203.72 - 275.48 |
| QTD |
+5.71%
| 203.72 - 275.48 |
| YTD |
-24.10%
| 191.49 - 539.91 |
| Q3:24 |
-12.40%
| 191.49 - 285.53 |
| Q2:24 |
-42.07%
| 267.40 - 485.56 |
| Q1:24 |
+41.51%
| 272.98 - 539.91 |
| Q4:23 |
+103.55%
| 157.82 - 361.72 |
Volatility
| 3 MONTHS | 65.65% |
|---|---|
| 6 MONTHS | 68.54% |
| 1 YEAR | 69.03% |
| 2 YEARS | 65.42% |
Sharpe
| 1 YEAR | 0.388 |
|---|---|
| 2 YEARS | 0.699 |
| 5 YEARS | 0.775 |
Sortino
| 1 YEAR | 0.546 |
|---|---|
| 2 YEARS | 1.004 |
| 5 YEARS | 1.102 |
About The Index
The Coin Metrics Bletchley Index (CMBI) Decentralized Exchange Sub-Sector Index is a cryptoasset benchmark that accurately and reliably represents the decentralized exchange sub-sector of the datonomy universe with an even weighting.
The CMBI Decentralized Exchange Sub-Sector Even 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 Decentralized Exchange Sub-Sector Even |
|---|---|
| Base date | 2019-07-01 |
| Base value | 100 |
| Weighting | Even |
| Constituents | Assets in Decentralized Exchange Sub-Sector of the Datonomy |
| Rebalancing | Monthly |
| Base currency | USD |
| Bloomberg ticker | CMBIDEXE |
| Administrator | Coin Metrics |