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 Jul 25, 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

iconicon
NameWeight (%)PriceLast 24h (%)Market Cap
Tron - TRXTRX37,49$ 0.135
-
-
Bitcoin - BTCBTC10,36$ 65,500.353
- 0,49
$ 1,292,327,853,802.743
Ripple - XRPXRP9,91$ 0.621
+ 4,58
$ 34,697,424,451.004
Ethereum - ETHETH9,31$ 3,324.466
- 4,09
$ 399,716,342,445.387
Uniswap - UNIUNI5,74$ 7.427
- 3,14
$ 5,598,526,542.476
Chainlink - LINKLINK5,24$ 13.392
- 3,05
$ 8,143,613,994.269
Solana - SOLSOL5,00$ 178.501
+ 3,99
$ 82,914,567,086.733
Bitcoin Cash - BCHBCH3,82$ 363.242
-
-
Cardano - ADAADA3,71$ 0.406
- 0,11
$ 14,585,705,756.306
NEAR Protocol - NEARNEAR3,47$ 5.663
0,00
$ 6,352,817,460.923
Polkadot - DOTDOT3,23$ 5.76
- 2,32
$ 8,013,578,625.876
Avalanche - AVAXAVAX2,72$ 28.425
- 2,99
$ 11,222,177,832.749

As of 07/26/2024

VHASHMOM replicates the Vinter Hashdex Risk Parity Momentum Index (VHASHMOM).

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.

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.

Related Products

[object Object]-table.svg[object Object]-card.svg
NameDescription
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.
Logo Hashdex
The material contained on this website is for informational purposes only and Hashdex, and its affiliates, is not soliciting any action based upon such material. The material is not to be construed as investment advice nor is it to be construed as recommendation, offer or solicitation to buy or sell any financial instrument or product or to adopt any investment strategy. Further, the material contained on this website does not constitute a representation that the financial instruments described therein are suitable or appropriate for any person. Past performance is not an indication of any future performance. Hashdex collects its data from public sources. Therefore, there is no liability for any delays or inaccuracies in the information due to the updating schedule of these sources. This website may contain advertising of financial products.