Kaiko Hashdex Risk Parity Momentum Crypto Index

The index was developed by Kaiko Indices
to provide exposure to the momentum factor, while limiting the risk.

YTD

MAX

As of Invalid Date

Market Cap Weighted

Rebalancing frequency Monthly

With strict eligibility criteria, the Kaiko Hashdex Risk Parity Momentum Crypto Index (KHASHMOM) combines the momentum factor and equal-risk weighting into one portfolio.

This methodology clearly determines what constitutes an active market for the purposes of each index, and establishes the priority given to different types of input data. The methodology considers factors like the size and liquidity of the market, the transparency of trading, the positions of market participants, market concentration, and the adequacy of any sample to represent the market or economic reality that the benchmark is intended to measure.

Portfolio

Name	Weight (%)
TronTRX	28,71
BitcoinBTC	14,00
Bitcoin CashBCH	11,80
SolanaSOL	6,37
AvalancheAVAX	5,99
PolkadotDOT	5,35
ChainlinkLINK	5,24
StellarXLM	4,90
LitecoinLTC	4,80
XRPXRP	4,54
EthereumETH	4,30
CardanoADA	4,00

As of 05/13/2025

To be eligible for the Kaiko Hashdex Risk Parity Momentum Crypto Index^™(KHASHMOM) crypto assets must meet the following criteria:
To be eligible for the Kaiko Hashdex Risk Parity Momentum Index^™
(KHASHMOM) crypto assets must meet the following criteria:

Tradable on three regulated European exchanges
Any crypto asset included in the VHASHMOM must have active tradable markets listed on SIX, BX Swiss and Xetra since the previous index reconstitution.
Asset Selection and Weighting
The Kaiko Hashdex Risk Parity Momentum Crypto Index (KHASHMOM)™ involves the selection of the top twelve assets based on market capitalization. The final weights of these assets are determined based on the Risk Parity * Momentum Score, with monthly adjustments to maintain the index's relevance.
Liquidity and Market Capitalization
For inclusion in the index during any index rebalancing, it is required that assets have a market capitalization of over 1 billion dollars for inclusion, and it also requires a daily trading volume of over 20 million dollars to ensure sufficient liquidity.
Free-floating pricing
The Index excludes digital assets that are pegged to the value of other assets, through fiat or crypto collateralization, algorithmic strategy, or any other means.

Related Products

Name	Description	Intraday Price	AUM	12M
Hashdex Crypto Momentum Factor ETP ETP Hashdex Crypto Momentum Factor ETP The Hashdex Crypto Momentum Factor ETP is available to institutional and retail clients Available on Switzerland	Index-based access to crypto assets demonstrating the strongest price momentum.	-	US$6.84M	-

Name	Description
Hashdex Crypto Momentum Factor ETP ETP Hashdex Crypto Momentum Factor ETP The Hashdex Crypto Momentum Factor ETP is available to institutional and retail clients Available on Switzerland	Index-based access to crypto assets demonstrating the strongest price momentum.	-	-	-

Kaiko Hashdex Risk Parity Momentum Crypto Index