Since 2017

CFR Crypto Fund Index

The largest and most comprehensive index of crypto fund performance, tracking monthly returns of 863+ constituent funds relative to Bitcoin.

863
Constituent Funds
862
Countries
109+
Months of Data

Index Performance

Growth of $100 invested in the CFR Crypto Fund Index vs. Bitcoin since January 2017.

CFR Index vs Bitcoin
CFR Fund Index
Bitcoin (BTC)
$12,000 $9,000 $6,000 $3,000 $100
Jan 2021
CFR Index $4,280
Bitcoin $3,150
2017 2018 2019 2020 2021 2022 2023 2024 2025 2026

Monthly Returns

Monthly index returns by year, showing the equal-weighted average performance of all constituent funds.

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2026 -3.50% -0.25% -3.74%
2025 1.83% -11.07% -5.14% 4.52% 6.53% -0.41% 7.22% 1.81% 0.91% -3.17% -4.19% -2.65%
2024 -0.63% 23.58% 12.56% -11.45% 6.66% -6.21% -0.27% -8.22% 5.03% 1.61% 26.59% -3.26% 46.49%
2023 20.59% 1.69% 3.88% 0.47% -3.41% 2.46% -1.28% -5.34% 1.19% 11.39% 11.49% 14.02% 69.58%
2022 -9.27% 1.07% 6.65% -10.21% -12.91% -14.09% 14.55% -5.37% -3.24% 4.07% -12.73% -5.08% -40.59%
2021 26.38% 27.75% 15.84% 10.88% -10.05% -6.71% 6.80% 19.31% -3.09% 19.68% 0.20% -7.87% 137.39%
2020 17.94% 2.32% -9.97% 14.94% 3.83% 1.22% 18.72% 13.43% -7.82% 7.22% 27.92% 20.42% 169.07%
2019 -3.84% 6.00% 7.53% 11.16% 28.78% 12.40% -8.01% -4.56% -4.80% 2.77% -5.87% -3.94% 36.97%
2018 7.92% -7.17% -17.00% 22.89% -9.04% -11.47% 4.45% -6.70% -2.95% -0.60% -8.95% 1.31% -28.64%
2017 3.60% 13.69% 23.91% 17.01% 55.23% 23.90% 0.23% 47.75% 0.94% 7.90% 31.34% 74.05% 1,110.84%

Index Statistics

Key performance metrics for the CFR Crypto Fund Index since inception (January 2017).

Index Start DateJan 1, 2017
Constituent Funds863
Countries Represented862
2026 YTD Return-3.74%
2025 Return-2.65%
2024 Return46.49%
Worst Monthly Return-17.00%
Positive Months65
Negative Months44
Sortino Ratio3.77

Index Methodology

The CFR 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 CFR 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 continue to be included in the index.

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.

Get full performance data on every constituent fund

Access detailed monthly returns, risk metrics, and due diligence data for 300+ crypto funds in the Performance Database.