Weights today

 

 

Rank Name Ticker Weight: Market Weight: Small Cap Weight: Trend Weight: Low Vol Weight: Value
1 bitcoin BTC 59.69% 3.45% 0.00% 16.67% 6.67%
2 ethereum ETH 17.42% 3.45% 0.00% 16.67% 0.00%
3 binance-coin BNB 3.04% 3.45% 1.35% 16.67% 6.67%
4 dogecoin DOGE 1.56% 3.45% 0.00% 0.00% 0.00%
5 cardano ADA 1.06% 3.45% 0.00% 0.00% 6.67%
6 chainlink LINK 0.52% 3.45% 0.00% 0.00% 0.00%
7 avalanche AVAX 0.46% 3.45% 0.00% 0.00% 6.67%
8 litecoin LTC 0.88% 3.45% 2.38% 0.00% 0.00%
9 hedera-hashgraph HBAR 0.00% 0.00% 0.00% 0.00%
10 polkadot-new DOT 0.30% 3.45% 0.00% 0.00% 0.00%
11 bitcoin-cash BCH 0.28% 3.45% 0.00% 0.00% 0.00%
12 bitcoin-bep2 BTCbep 0.00% 0.00% 0.00% 0.00%
13 bitget-token 0.00% 0.00% 0.00% 0.00% 0.00%
14 multi-collateral-dai DAI 0.00% 0.00% 0.00% 0.00%
15 monero XMR 0.13% 3.45% 3.98% 16.67% 6.67%
16 near-protocol NEAR 0.24% 3.45% 0.00% 0.00% 0.00%
17 aave AAVE 0.24% 3.45% 0.00% 0.00% 0.00%
18 bittensor 0.00% 0.00% 0.00% 0.00% 0.00%
19 aptos 0.00% 0.00% 0.00% 0.00% 0.00%
20 mantle 0.00% 0.00% 0.00% 0.00% 0.00%
21 internet-computer ICP 0.13% 3.45% 0.00% 0.00% 6.67%
22 ethereum-classic ETC 0.16% 3.45% 0.00% 0.00% 0.00%
23 okb OKB 0.02% 3.45% 1.29% 0.00% 6.67%
24 kaspa 0.00% 0.00% 0.00% 0.00% 0.00%
25 render 0.00% 0.00% 0.00% 0.00% 0.00%
26 algorand ALGO 0.00% 0.00% 0.00% 0.00%
27 crypto-com-coin CRO 0.00% 0.00% 0.00% 0.00%
28 filecoin FIL 0.00% 0.00% 0.00% 0.00%
29 arbitrum 0.00% 0.00% 0.00% 0.00% 0.00%
30 first-digital-usd 0.00% 0.00% 0.00% 0.00% 0.00%
31 fantom FTM 0.00% 0.00% 0.00% 0.00%
32 celestia 0.00% 0.00% 0.00% 0.00% 0.00%
33 cosmos ATOM 0.00% 0.00% 0.00% 0.00%
34 optimism 0.00% 0.00% 0.00% 0.00% 0.00%
35 lido 0.00% 0.00% 0.00% 0.00% 0.00%
36 injective 0.00% 0.00% 0.00% 0.00% 0.00%
37 kucoin-token KCS 0.00% 0.00% 0.00% 0.00%
38 rocket-pool-eth 0.00% 0.00% 0.00% 0.00% 0.00%
39 immutable 0.00% 0.00% 0.00% 0.00% 0.00%
40 bonk 0.00% 0.00% 0.00% 0.00% 0.00%
41 sei 0.00% 0.00% 0.00% 0.00% 0.00%
42 maker MKR 0.00% 0.00% 0.00% 0.00%
43 quant QNT 0.00% 0.00% 0.00% 0.00%
44 flare 0.00% 0.00% 0.00% 0.00% 0.00%
45 eos EOS 0.00% 0.00% 0.00% 0.00%
46 nexo 0.00% 0.00% 0.00% 0.00%
47 gala 0.00% 0.00% 0.00% 0.00% 0.00%
48 flow FLOW 0.00% 0.00% 0.00% 0.00%
49 iota IOTA 0.00% 0.00% 0.00% 0.00%
50 ronin 0.00% 0.00% 0.00% 0.00% 0.00%

Index Glossary

We introduced the different investment styles in an article for the different indices. For a short recap please see below.

Market

The market index is the market cap weighted index of cryptocurrencies.

Bitcoin

The bitcoin index follows the performance of bitcoin.

Small Cap Index

The small capitalization index attempts to capture returns that are unique to smaller sized assets. It is is calculated based on the market capitalization of  cryptocurrencies, taking an overweight position in smaller cryptocurrencies.

Trend Index

The trend index attempts to capture returns that arise from momentum in the price of an asset. It is calculated based on the price returns using time series momentum and is long-only. We discussed this at length here.

Value Index

The value index attempts to capture returns that arise from investing in undervalued assets. It is calculated based on the Network-to-transaction volume (NVT) that we discussed here.

Low Vol Index

The low volatility index attempts to capture returns that are unique to assets with the lowest volatility across its peers. It is calculated based on EWMA volatility of cryptoassets.