The F5 Crypto Index
Scientific Investing through
Cutting Edge Momentum Factor
Investing Strategy
| Base Value | 1000 Points |
| Inception Date | 2018-08-15 |
| Performance | 1099 Points |
| Performance (24h) | +5.04% |
| Performance (30d) | -1.68% |
| Performance (YTD) | +51.50% |
| Sharpe Ratio (F5-Index) | 10.62 |
| Sharpe Ratio (BTC) | 8.36 |
The F5 Crypto Index is based on
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 12 Positions in our F5 Crypto Index
| Cryptoasset | Symbol | Allocation |
|---|---|---|
 Bitcoin | BTC | 5.0% |
 Ethereum | ETH | 4.2% |
 Ripple | XRP | 13.3% |
 Bitcoin Cash | BCH | 3.3% |
 EOS | EOS | 4.5% |
 Stellar Lumens | XLM | 8.5% |
 Litecoin | LTC | 4.6% |
 Cardano | ADA | 17.6% |
 IOTA | MIOTA | 18.2% |
 Dash | DASH | 4.1% |
 Tron | TRX | 11.4% |
 Binance Coin | BNB | 5.2% |
Last updated: 2019-08-31
Our USP – We use Scientific Momentum Factors
Our methodology in a nutshell
The 12 positions are 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.
The F5 Crypto Index is based on scientific methods
White Paper
» By Prof. Hermann Elendner, Humboldt Universität zu Berlin
» Explains scientific methodology of the F5 Crypto Index
» Pioneering research covering cryptocurrencies
Fact Sheet
» Overview of F5 Crypto Index
» List of constituents and weights
» Explanation of the rebalancing strategies
How can I invest in the F5 Crypto Index?
For Institutions
» The F5 Crypto Index is used as a benchmark
» The F5 Crypto Index is a leading crypto index
» A license for commercial use is available
For Investors
» The subscription period at VPE Bank just started
» The certificate structurer is Bank Frank
» Safe, diversified, simple