CoinShares Equally Weighted Crypto Index (CECI)

Diversified Exposure To the 5 Most Liquid Cryptoassets Captures The Ascendance of Smaller, Upcoming Digital Assets

Source: Compass Financial Technologies. For full details refer to the CECI Index Methodology document. The CECI was launched in October 2021. Figures prior to this date have been derived by applying the methodology as at that date. Investors cannot invest directly in an index. Past performance is no indication of future performance.

What is the CECI?


Primary Objective and Constraints

The CECI is designed with the aim of providing diversified exposure to the alternative asset space. Accordingly, the Index must:

Primary Objective and Constraints

1. Be comprised of a small number of liquid, investable constituent assets

2. Exhibit a relatively stable composition in terms of constituents with asset weights that do not vary dramatically between rebalancing periods, leading to low turnover

3. Be specified in a clear and unambiguous manner to facilitate validation and reproducibility

4. Hold constituent assets on a long basis only

5. Not make use of leverage

For more information please consult the Index Methodology document on this page.

Rebalancing Schedule

A monthly rebalancing frequency is employed. Index constituents are calculated and announced three business days prior to the end of the running month. The rebalancing is employed on the first business day of the following month.

Key Statistics

Date Fri, 1 Jul 2022
Daily Value $ 124,869.63
Annualised Return 110.32 %
Annualised Standard Deviation 0.90
Annualised Sharpe 1.23
Annualised Sortino 1.73
Return Since Inception 12,386.96 %
30 Day High $ 186,511.41
30 Day Low $ 122,831.96
Y-to-Y Return -62.36 %

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The index is readily licensable with CoinShares Capital Markets and can be tracked upon request. For more information or questions about the index please complete the form below and one of our team members will reach out shortly.