Crypto Fund Research Cryptocurrency Fund Index

With more than 50 constituent funds, the Crypto Fund Research Cryptocurrency Fund Index is the largest and most comprehensive index of crypto fund performance.

CFR Crypto Fund Index

CFR Crypto Fund Index

Monthly Crypto Fund Index Returns

 

 JanFebMarchAprilMayJuneJulyAugSepOctNovDecYTD
2019-4.03%6.58%9.62%8.90%25.76%13.59%-9.43%-2.97-5.49%6.76%n/an/a54.65%
201812.31%-9.48%-16.97%20.67%-10.17%-13.31%3.12%-7.35%-4.07%.34%-8.62%1.62%-32.26%
20173.82%11.56%20.45%15.56%43.92%22.01%-3.21%37.80%3.74%5.58%25.37%74.28%803.55%

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Crypto Fund Index Statistics

Statistics 
Index start date1/1/2017
# of Constituent Funds52
Countries Represented18
2019 Return54.6%
2018 Return-32.3%
2017 Return803.6%
Return Since Inception967.6%
Best Monthly Return74.3%
Worst Monthly Return-17.0%
# Positive Months22
# Negative Months12
Monthly Standard Deviation18.5%
Correlation to Bitcoin0.868
Sharpe Ratio (rf rate=.5%)0.46
Sortino Ratio1.96

Get full performance data on each of the CFR Crypto Fund Index constituent funds, as well dozens of other crypto funds in the Crypto Fund Performance Database.

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 continued 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.

Copyright Crypto Fund Research 2017 – 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 Research 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 Research nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.