CMBI Total Market

CMBI Total Market

CMBITM

The CMBI Total Market is designed to represent the performance of a broad market of cryptoassets as represented by the investable universe of the datonomy.

Return

565.94 as of most recent NY market close
24hr return +0.39%
year to date +41.84%

Performance

Time Returns Range
1D +0.39% 563.76 - 565.94
7D +3.13% 548.77 - 582.51
1M -10.50% 531.90 - 646.28
3M +47.40% 383.96 - 667.26
1Y +101.01% 233.05 - 667.26
2Y +31.11% 173.05 - 667.26
MTD -12.43% 531.90 - 646.28
QTD -12.43% 531.90 - 646.28
YTD +41.84% 361.88 - 667.26
Q1:24 +61.97% 361.88 - 667.26
Q4:23 +57.72% 242.99 - 408.58
Q3:23 -10.92% 233.05 - 302.57
Q2:23 +0.59% 242.03 - 309.42

Volatility

3 MONTHS53.24%
6 MONTHS48.86%
1 YEAR44.30%
2 YEARS54.95%

Sharpe

1 YEAR1.675
2 YEARS0.444
5 YEARSn/a

Sortino

1 YEAR2.520
2 YEARS0.615
5 YEARSn/a

About The Index

The Coin Metrics Bletchley Index (CMBI) Total Market Index is a cryptoasset benchmark that accurately and reliably represents a broad market of tokens. The benchmark uses the investable universe of the datonomy as the basis for the total market.

The CMBI Total Market 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 Total Market
Base date 2019-04-01
Base value 100
Weighting Market Capitalization
Constituents All Assets in the Datonomy
Rebalancing Monthly
Base currency USD
Bloomberg ticker CMBITM
Administrator Coin Metrics

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