Crypto Fund List (CFL) Cryptocurrency Fund Index
The CFL Crypto Fund Index provides an overview of the crypto fund industry with an index composed of more than 60 constituent funds and dating back to 2016.
Index
Index vs Benchmarks
Index Returns
| Year | Jan | Feb | March | April | May | June | July | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 20.81% | 2.06% | -11.85% | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | 8.69% |
| 2019 | -4.02% | 6.67% | 9.69% | 11.46% | 29.29% | 13.91% | -10.03% | -4.52% | -6.29% | 4.88% | -6.18% | -4.73% | 39.13% |
| 2018 | 7.88% | -8.07% | -19.67% | 27.14% | -10.24% | -14.19% | 3.43% | -8.65% | -3.47% | -0.50% | -11.84% | 1.22% | -36.82% |
| 2017 | 4.51% | 12.54% | 24.78% | 17.84% | 45.58% | 23.45% | -4.10% | 42.05% | 2.73% | 5.34% | 27.38% | 73.95% | 915.08% |
| Year | Jan | Feb | March | April | May | June | July | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 20.81% | 2.06% | -11.85% | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | n/a | 8.69% |
| 2019 | -4.02% | 6.67% | 9.69% | 11.46% | 29.29% | 13.91% | -10.03% | -4.52% | -6.29% | 4.88% | -6.18% | -4.73% | 39.13% |
| 2018 | 7.88% | -8.07% | -19.67% | 27.14% | -10.24% | -14.19% | 3.43% | -8.65% | -3.47% | -0.50% | -11.84% | 1.22% | -36.82% |
| 2017 | 4.51% | 12.54% | 24.78% | 17.84% | 45.58% | 23.45% | -4.10% | 42.05% | 2.73% | 5.34% | 27.38% | 73.95% | 915.08% |
Index Statistics
| Statistics | |
|---|---|
| Index start date | January 1, 2017 |
| # of Constituent Funds | 66 |
| Countries Represented | 20 |
| 2020 Return | 8.69% |
| 2019 Return | 39.13% |
| 2018 Return | -36.82& |
| 2017 Return | 915.08% |
| Return Since Inception | 1082.47% |
| Best Monthly Return | 73.95% |
| Worst Monthly Return | -19.67% |
| # Positive Months | 23 |
| # Negative Months | 16 |
| Monthly Standard Deviation | 19% |
| Correlation to Bitcoin | .91 |
| Sharpe Ratio (rf rate=.5%) | 0.40 |
| Sortino Ratio | 1.57 |
Get full performance data on each of the CFL Crypto Fund Index constituent funds, as well dozens of other crypto funds in the Crypto Fund Performance Database.
Index Methodology
The CFL Crypto Fund Index is an equal-weighted index. The monthly index values represent the respective mathematical means (average) of the monthly returns of all crypto fund constituents in the index at that time.
The returns reported in the database, as well as those being included and calculated for the CFL Crypto Fund Index are monthly returns provided by hedge funds on a monthly basis. The returns are measured in terms of the gain/loss of the total portfolio values by performance, net of fees.
Equal weighting also includes funds denominated in different currencies, such as US dollar, euro, British pound, and Japanese yen. The index is purely an average of the performance of the constituent funds in their local currencies.
The index is not investable. When new funds with historical performance are discovered, and that fit our criteria for inclusion in the index, they will be immediately added. If a fund is closed, or no longer reports monthly performance data, its prior reported performance will continued to be included in the index. Returns may be subject to change as new data is provided.
For fund managers managing more than one crypto fund, we typically only include one fund in the index. This is typically the fund with the longest track record. A minimum track record of three months is required for inclusion. Index funds and other non-discretionary funds are not included.
Copyright Crypto Fund List 2019, All Rights Reserved. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Crypto Fund List is provided in your dissemination and/or reproduction. The information is provided on an “as is” basis and you assume and will bear all risk or associated costs in its use, and neither Crypto Fund List nor its affiliates nor data providers provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose. Data provided by Crypto Fund Research.