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 |
---|---|---|---|---|
24,54 | $ 0.084 | - | - | |
11,22 | $ 20.164 |
+
0,82
| $ 8,294,499,557.644 | |
![]() | 10,04 | $ 27,042.328 |
-
0,56
| $ 527,045,824,617.271 |
8,61 | $ 1,620.442 |
-
1,28
| $ 194,818,346,966.358 | |
8,27 | $ 214.8 | - | - | |
7,00 | $ 0.252 |
-
0,90
| $ 8,854,301,545.302 | |
6,72 | $ 4.153 |
+
0,08
| $ 5,299,922,083.827 | |
5,32 | $ 0.517 |
+
0,72
| $ 43,628,867.081 | |
5,32 | $ 7.449 |
-
3,25
| $ 2,661,345,401.931 | |
4,54 | $ 0.541 |
-
0,40
| $ 5,042,764,713.387 | |
4,49 | $ 64.765 |
-
3,35
| $ 4,771,084,007.746 | |
3,92 | $ 9.055 |
-
1,04
| $ 3,205,330,371.395 |
As of 09/21/2023
HAMO replicates the Vinter Hashdex Risk Parity Momentum Index (HAMO).
The index seeks to reflect the global movement of the cryptocurrency market, offering diversified exposure, 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.
Digital assets exist within the codebase of an underlying software protocol. Accordingly, digital assets require special services to hold them in storage. Eligible Digital Assets must have a secure institutional custody solution by a licensed and reputable service provider. This type of service is essential to facilitate the implementation of the Index by ETPs, which hardly have the technical expertise to safely self-custody digital assets.
To be considered for entry to the Index at any index reconstitution, an asset must have a median daily trading volume in the USD pair conducted across all Core Exchanges that is no less than 0.5% of the cryptocurrency asset that has the highest median daily trading volume.
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
Europe | Index-based access to crypto assets demonstrating the strongest price momentum. | - | $1.12M | - |
Name | Description | |||
---|---|---|---|---|
ETP Hashdex Crypto Momentum Factor ETP
The Hashdex Crypto Momentum Factor ETP is available to institutional and retail clients
Available on
Europe | Index-based access to crypto assets demonstrating the strongest price momentum. | - | - | - |