The index was developed by Invierno AB ('Vinter')
to provide exposure to the momentum factor, while limiting the risk.
Market Cap Weighted
Rebalancing frequency Monthly
With strict eligibility criteria, the Vinter Hashdex Risk Parity Momentum Crypto Index (VHASHMOM) 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.
Name | Weight (%) | Price | Last 24h (%) | Market Cap |
---|---|---|---|---|
16,15 | $ 0.455 |
+
0,40
| $ 16’076’673’508.561 | |
11,46 | $ 26.344 |
+
1,07
| $ 9’632’525’323.936 | |
10,86 | $ 0.105 | - | - | |
![]() | 9,02 | $ 43’407.546 |
-
0,96
| $ 849’177’747’957.548 |
8,39 | $ 2’361.726 |
+
5,33
| $ 283’933’544’357.612 | |
8,28 | $ 68.634 |
+
8,88
| $ 29’232’796’651.716 | |
7,12 | $ 0.643 |
+
1,07
| $ 34’628’796’100.521 | |
6,67 | $ 15.704 |
+
1,94
| $ 8’744’660’565.953 | |
6,38 | $ 6.205 |
+
1,90
| $ 8’095’041’943.163 | |
6,11 | $ 0.848 |
+
1,70
| $ 7’871’757’256.341 | |
5,26 | $ 73.718 |
+
1,36
| $ 5’451’600’197.749 | |
4,30 | $ 247.525 |
+
0,62
| $ 4’846’126’031.854 |
As of 12/08/2023
VHASHMOM replicates the Vinter Hashdex Risk Parity Momentum Index (VHASHMOM).
The index seeks to reflect a diversified exposure to crypto assets demonstrating the strongest price momentum, with safe custody, liquidity and simplicity for portfolios of all sizes.
Any crypto asset included in the VHASHMOM must have active tradable markets listed on SIX, BX Swiss and Xetra since the previous index reconstitution.
The Vinter Hashdex Risk Parity Momentum Index (VHASHMOM)™ 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.
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.
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.
Name | Description | Intraday Price | AUM | 12M |
---|---|---|---|---|
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$1.30M | - |
Name | Description | |||
---|---|---|---|---|
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. | - | - | - |