Digital Assets

Spiko Digital Assets Cash and Carry Index

SPKCARRY

The SPKCARRY Index aims to capture the carry on Bitcoin and Ethereum. The strategy allocates exposure between BTC and ETH based on the relative attractiveness of their respective annualized basis, adjusting positioning potentiality daily. It goes long spot and short futures when the market is in contango. In periods of negative carry the strategy is invested in cash.
Graph and statistics
  • 1Y
  • 3Y
  • 5Y
  • All
Date
2025-07-15
Last Value
159.938
Annualised Return
8.87%
Annualised Volatility
2.85%
1 Day Return
0.01%
MTD Return
0.18%
QTD Return
0.18%
YTD Return
4.05%
Since Inception
59.94%
Documents
Index Specifications
Compass Code

SPKCARRY

Asset Class

Digital Assets

Bloomberg Ticker

SPKCARRY Index

Sub Asset Class

Crypto Basket

Refinitiv RIC

.SPKCARRY

Strategy

Active

ISIN

None

Calculation Frequency

Daily

Currency

USD

Inception Date

2020-01-06

Lausanne

Chemin de Mornex 6

1003 Lausanne, Switzerland

Paris

8, Rue Henner

75009 Paris, France

New York

437 Madison Avenue

New York, NY 10022, USA

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