Vinter Hashdex Risk Parity Momentum Index

The index was developed by Invierno AB ('Vinter')
to provide exposure to the momentum factor, while limiting the risk.
6M
YTD
1Y
MAX
As of Nov 14, 2024

Vinter Hashdex Risk Parity Momentum Crypto Index

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.

Portfolio

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NameWeight (%)PriceLast 24h (%)Market Cap
Tron - TRXTRX23,53$ 0.178
-
-
Litecoin - LTCLTC13,46$ 74.674
- 2,99
$ 5,614,637,995.433
Bitcoin - BTCBTC11,43$ 90,200.303
+ 2,08
$ 1,784,292,154,355.373
Solana - SOLSOL10,28$ 213.464
+ 1,06
$ 100,735,478,362.349
Bitcoin Cash - BCHBCH7,04$ 436.978
-
-
Ripple - XRPXRP6,92$ 0.684
- 2,99
$ 38,909,539,056.971
Cardano - ADAADA5,47$ 0.573
+ 1,01
$ 20,055,111,284.366
Avalanche - AVAXAVAX4,97$ 32.613
- 4,90
$ 13,284,074,774.495
Ethereum - ETHETH4,80$ 3,183.799
- 2,22
$ 383,404,890,292.648
Chainlink - LINKLINK4,29$ 13.324
- 4,84
$ 8,352,149,006.276
Polkadot - DOTDOT4,04$ 5.032
- 2,09
$ 7,576,802,555.55
NEAR Protocol - NEARNEAR3,76$ 5.1
+ 3,87
$ 6,540,156,052.35

As of 11/14/2024

To be eligible for the Vinter Hashdex Risk Parity Momentum Index(VHASHMOM) crypto assets must meet the following criteria:

  • Tradable on three regulated European exchanges

    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

    Asset Selection and Weighting

    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.
  • Liquidity and Market Capitalization

    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

    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.

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