Crypto Fund Research Cryptocurrency Fund Index

With more than 40 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
2019-3.98%7.36%10.00%9.76%27.04%16.68%-1.05%n/an/an/an/an/a82.54
201813.65%-9.30%-17.92%21.17%-10.35%-13.75%2.91%-7.47%-4.15%0.38%-9.02%1.58%-32.87%
20176.98%15.49%25.00%19.83%51.47%25.95%-4.21%42.51%4.97%5.28%25.81%84.47%1136.05%

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Crypto Fund Index Statistics

Statistics 
Index start date1/1/2017
# of Constituent Funds50
Countries Represented18
2019 Return82.54%
2018 Return-32.87%
2017 Return1136.05%
Return Since Inception1430.81%
Best Monthly Return84.47%
Worst Monthly Return-17.92%
# Positive Months21
# Negative Months10
Monthly Standard Deviation0.211
Correlation to Bitcoin0.831
Sharpe Ratio (rf rate=.5%)0.524
Sortino Ratio2.382

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.