Weights today

 

 

Rank Name Ticker Weight: Market Weight: Small Cap Weight: Trend Weight: Low Vol Weight: Value
1 bitcoin BTC 0.00% 0.00% 0.00% 0.00% 0.00%
2 ethereum ETH 0.00% 0.00% 0.00% 0.00% 0.00%
3 tether USDT 0.00% 0.00% 0.00% 0.00% 0.00%
4 binance-coin BNB 0.00% 0.00% 0.00% 0.00% 0.00%
5 xrp XRP 0.00% 0.00% 0.00% 0.00% 0.00%
6 usd-coin USDC 0.00% 0.00% 0.00% 0.00% 0.00%
7 solana SOL 0.00% 0.00% 0.00% 0.00% 0.00%
8 cardano ADA 0.00% 0.00% 0.00% 0.00% 0.00%
9 dogecoin DOGE 0.00% 0.00% 0.00% 0.00% 0.00%
10 tron TRX 0.00% 0.00% 0.00% 0.00% 0.00%
11 chainlink LINK 0.00% 0.00% 0.00% 0.00% 0.00%
12 avalanche AVAX 0.00% 0.00% 0.00% 0.00% 0.00%
13 polygon MATIC 0.00% 0.00% 0.00% 0.00% 0.00%
14 polkadot-new DOT 0.00% 0.00% 0.00% 0.00% 0.00%
15 wrapped-bitcoin WBTC 0.00% 0.00% 0.00% 0.00% 0.00%
16 multi-collateral-dai DAI 0.00% 0.00% 0.00% 0.00% 0.00%
17 litecoin LTC 0.00% 0.00% 0.00% 0.00% 0.00%
18 shiba-inu SHIBA 0.00% 0.00% 0.00% 0.00% 0.00%
19 bitcoin-cash BCH 0.00% 0.00% 0.00% 0.00% 0.00%
20 uniswap UNI 0.00% 0.00% 0.00% 0.00% 0.00%
21 unus-sed-leo LEO 0.00% 0.00% 0.00% 0.00% 0.00%
22 cosmos ATOM 0.00% 0.00% 0.00% 0.00% 0.00%
23 okb OKB 0.00% 0.00% 0.00% 0.00% 0.00%
24 stellar XLM 0.00% 0.00% 0.00% 0.00% 0.00%
25 trueusd TUSD 0.00% 0.00% 0.00% 0.00% 0.00%
26 monero XMR 0.00% 0.00% 0.00% 0.00% 0.00%
27 ethereum-classic ETC 0.00% 0.00% 0.00% 0.00% 0.00%
28 crypto-com-coin CRO 0.00% 0.00% 0.00% 0.00% 0.00%
29 filecoin FIL 0.00% 0.00% 0.00% 0.00% 0.00%
30 hedera-hashgraph HBAR 0.00% 0.00% 0.00% 0.00% 0.00%
31 internet-computer ICP 0.00% 0.00% 0.00% 0.00% 0.00%
32 bitcoin-bep2 BTC 0.00% 0.00% 0.00% 0.00% 0.00%
33 thorchain RUNE 0.00% 0.00% 0.00% 0.00% 0.00%
34 near-protocol NEAR 0.00% 0.00% 0.00% 0.00% 0.00%
35 binance-usd BUSD 0.00% 0.00% 0.00% 0.00% 0.00%
36 vechain VET 0.00% 0.00% 0.00% 0.00% 0.00%
37 aave AAVE 0.00% 0.00% 0.00% 0.00% 0.00%
38 the-graph GRT 0.00% 0.00% 0.00% 0.00% 0.00%
39 maker MKR 0.00% 0.00% 0.00% 0.00% 0.00%
40 quant QNT 0.00% 0.00% 0.00% 0.00% 0.00%
41 ftx-token 0.00% 0.00% 0.00% 0.00% 0.00%
42 elrond-egld EGLD 0.00% 0.00% 0.00% 0.00% 0.00%
43 algorand ALGO 0.00% 0.00% 0.00% 0.00% 0.00%
44 flow FLOW 0.00% 0.00% 0.00% 0.00% 0.00%
45 synthetix-network-token SNX 0.00% 0.00% 0.00% 0.00% 0.00%
46 theta THETA 0.00% 0.00% 0.00% 0.00% 0.00%
47 stacks STX 0.00% 0.00% 0.00% 0.00% 0.00%
48 axie-infinity AXS 0.00% 0.00% 0.00% 0.00% 0.00%
49 bitcoin-sv BSV 0.00% 0.00% 0.00% 0.00% 0.00%
50 the-sandbox SAND 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.