Digital Assets

Compass Crypto Volatility Index Bitcoin – 20%

CVTBTC20

The Compass Crypto Volatility Index Bitcoin - 20% provides a dynamic exposure to the Bitcoin with an annualized volatility target level of 20%.
Graph and statistics
  • 1Y
  • 3Y
  • 5Y
  • All
Date
2021-10-19
Last Value
931.228
Annualised Return
46.97%
Annualised Volatility
21.67%
1 Day Return
0.10%
MTD Return
11.08%
QTD Return
11.08%
YTD Return
22.96%
Since Inception
831.23%
Index Specifications
codeCompass

CVTBTC20

AssetClass

Digital Assets

Bloomberg Ticker

CVTBTC20 Index

Sub AssetClass

Payments

Reuters Code

.CVTBTC20

Strategy

Volatility

ISIN

None

Calculation Frequency

Daily

Currency

USD

Launch Date

2016-02-04

Key characteristics of the index

The Compass Crypto Volatility Target Indices (also called the CCVT indices) are a set of indices created to provide exposure to cryptocurrencies while controlling the volatility of the strategy. CCVT indices combine expertise in cryptocurrency and index engineering to offer investors a risk controlled exposure to the highly volatile crypto asset class. CCTV indices are compliant with the EU Benchmark Regulation (EU BMR).

  • provides a smart and dynamic exposure to digital assets through Compass proprietary mechanisms ­
  • decreases exposure if environment becomes too volatile and maximize exposure in less volatility conditions ­
  • based on a fixed risk budget ­
  • methodology and governance in line with the most constraining financial indices regulation, the European Benchmark Regulation (EU BMR) ­

 

A set of innovative indices to gain exposure to the main crypto currency while decreasing  significantly the risk of our investment.