Why CGCI?
Risk-managed exposure without extreme volatility
The index combines the high volatility of crypto assets and the low volatility of gold, with minimal correlation between them.
Why Gold & Crypto
By pairing gold and crypto assets in a way that accounts for their risk contribution, the index delivers a risk and return profile that is superior to holding gold or crypto assets alone.
Low Correlation & Volatility Harvesting
Crypto assets can boost portfolio performance due to their unique risk profile, despite volatility. The CGCI capitalises on this through strategic risk management.
Volatility Weighting & Monthly Rebalancing
Risk control tools and a monthly rebalancing mechanism lowers volatility and strengthens the portfolio’s resilience to unforeseen drawdowns during stressful market conditions.
Index Methodology
The methodology maintains a 5 equally-weighted crypto asset basket paired with gold. Monthly rebalancing adds the top 5 eligible market cap weighted cryptocurrencies. Weights between the crypto basket and gold are determined by a weighted-risk allocation scheme, targeting 80% of total risk from the crypto-basket (α = 4) for diversification.
Download the Methodology documentIndex Constituents
An equally weighted allocation model is employed for the crypto asset basket, comprising 5 constituents for diversification and liquidity. Gold, chosen for its low volatility, correlation, and liquidity, acts as a hedge to traditional markets and balances the crypto asset allocation. Both baskets are combined using a volatility-weighting scheme to create diversified exposure and mitigate risks.
Visit the calculation agent’s websiteIndex Performance
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Our Team
Our expert index team delivers expert research, market insights, and in-depth understanding of CGCI’s constituents.
James Butterfill
Head of Research
Max Shannon
Digital Asset Analyst
