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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
2024-03-28
Last Value
1169.276
Annualised Return
34.79%
Annualised Volatility
20.91%
1 Day Return
0.89%
MTD Return
4.35%
QTD Return
24.09%
YTD Return
24.09%
Since Inception
1 069.28%
Index Specifications
codeCompass

CVTBTC20

AssetClass

Digital Assets

Bloomberg Ticker

CVTBTC20 Index

Sub AssetClass

Currency

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.

 

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