The F5 Crypto Index

The scientific Index for Cryptocurrencies

Base Value: 1000 points     |     Inception Date: 2018-08-15

Science

Developed by Prof. Hermann Elendner, Humboldt-University in Berlin, whitepaper.

Index Constituents

12 established cryptos for optimal intra-crypto diversification.

Dynamic Exposure

Scheduled rebalancing, to track the trending cryptos.

Secret Sauce

Weight per tracked crypto is influenced by the highly relevant momentum factor.

The F5 Crypto Index

Historical Performance

Whitepaper

By Prof. Hermann Elendner, Humboldt Universität zu Berlin

Explains scientific methodology of the F5 Crypto Index

Pioneering research covering cryptocurrencies

Exclusively for our F5 Crypto Capital GmbH

Fact Sheet

Overview of F5 Crypto Index

Summary of the white paper

List of constituents and weights

Explanation of the rebalancing strategies

The F5 index is an investment strategy designed specifically for cryptocurrencies. As an addition to the statistical CRIX indices developed at our Humboldt-Universität zu Berlin, it harnesses the strong momentum in crypto markets. F5’s factor-based, robust portfolio optimization which incorporates state-of-the-art research, should establish it as a leading benchmark in cryptocurrency investments.

HWE_2

Prof.
Hermann Elendner

Developer of F5 Crypto Index

The 12 positions in our F5 Crypto Index

Bitcoin
Ethereum
Ripple
BitcoinCash
EOS
DASH

Stellar
Litecoin
Cardano
IOTA
TRON
BNB-Coin BNB

The F5 Crypto Index’s 12 positions are selected in three steps.

Step 1: A sufficiently high market capitalization and liquidity of cryptocurrencies are required.

Step 2: Coins are removed from the Index if they can’t be securely obtained or stored.

Step 3: The F5 Management Team decide whether it is necessary to remove a cryptocurrency from the Index. This procedure currently applies to “privacy coins” such as Zcash and Monero, as it is illegal to purchase them in some jurisdictions.

The 12 positions are then weighted. The F5 Crypto Index assigns weights in accordance with the latest scientific standard. It combines equal weighting with a momentum factor, which is highly relevant for cryptocurrencies.

The selection steps and calculation of weights are repeated quarterly on the rebalancing dates.

 


”Franchising”

The F5 Crypto Index is currently being patented

A license for commercial use is available

The F5 Crypto Index is becoming the primary crypto index

Invest

The subscription period started on the 7th of December 2018

The F5 Crypto Index is the basis for the F5 Crypto Index Certificate

The issuer is a Bank in the European Economic Area

Simple, safe and diversified