The F5 Crypto Index


Scientific Investing through
Cutting Edge Momentum Factor
Investing Strategy

Base Value1000 Points
Inception Date2018-08-15
Performance1099 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


Scientific Approach

Science

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


Index Constituents

Index Constituents

12 established cryptos for optimal intra-crypto diversification.


Dynamic Exposure

Dynamic Exposure

Scheduled rebalancing to track the trending cryptos.


Secret Sauce

Secret Sauce

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

The 12 Positions in our F5 Crypto Index




CryptoassetSymbolAllocation
Bitcoin Logo BitcoinBTC5.0%
Ether Logo EthereumETH4.2%
Ripple Logo RippleXRP13.3%
Bitcoin Cash Logo Bitcoin CashBCH3.3%
EOS Logo EOSEOS4.5%
Stellar Lumens Logo Stellar LumensXLM8.5%
Litecoin Logo LitecoinLTC4.6%
Cardano Logo CardanoADA17.6%
IOTA Logo IOTAMIOTA18.2%
Dash Logo DashDASH4.1%
Tron Logo TronTRX11.4%
Binance Coin Logo Binance CoinBNB5.2%


Last updated: 2019-08-31

Our USP – We use Scientific Momentum Factors

Our methodology in a nutshell



Step 1

Data


  •   Own database
  •   Reliable exchanges

Step 2

Exclusion rules


  • No non-approved F5 Crypto Capital coins
  • No non-multi-signature coins
  • No stable coins
  • No privacy coins

Step 3

Selection


  • Top 12 by MarketCap after exclusion rules

Step 4

Weighting 1


  • Equal weighting of top 12 selection

Step 5

Weighting 2


  • Add crypto specific momentum factors to Weighting 1


Florian Doehnert

Florian Doehnert-Breyer

Managing Partner

Team



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

Learn more about the F5 Crypto Index in our White Paper and Index Factsheet.




White Paper

» By Prof. Hermann Elendner, Humboldt Universität zu Berlin

» Explains scientific methodology of the F5 Crypto Index

» Pioneering research covering cryptocurrencies

Download White Paper

Fact Sheet

» Overview of F5 Crypto Index

» List of constituents and weights

» Explanation of the rebalancing strategies

Download Fact Sheet

How can I invest in the F5 Crypto Index?

VPE Bank (Berlin) and Bank Frick (Liechtenstein) created an investable crypto certificate based on our 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

Contact Us

For Investors

» The subscription period at VPE Bank just started
» The certificate structurer is Bank Frank
» Safe, diversified, simple

Go to Index Certificate