CCi30 Cryptocurrency Index

Tools of the CCi30 Cryptocurrency Index

The CCi30 Cryptocurrency Index publishes three tools for replication, rebalancing analysis, and performance measurement. Each tool reads the official index files live, so every figure on these pages can be reproduced from the public data. The tools serve investment professionals, index licensees, and researchers.

01 · Current official weights

Allocation calculator

The allocation calculator splits any USD amount across the 30 constituents according to the official weights of the latest monthly rebalancing, read live from the published weights file.

Basis — official weights, latest rebalancingOutput — USD allocation per constituent, CSV exportUse — index replication, fund operations, due diligence
Open the calculator → 02 · Composition history

Rebalancing explorer

The rebalancing explorer shows the composition and weights of every monthly rebalancing since January 2015, with entries, exits, and weight changes against the previous month.

Basis — full monthly weights historyOutput — weights, Δ in percentage points, entries and exitsUse — rebalancing analysis, turnover research
Open the explorer → 03 · Risk and performance

Statistics calculator

The statistics calculator computes return, volatility, and drawdown from the published daily index values over a trailing window of 3, 6, or 12 months, with every formula stated next to its figure.

Basis — daily OHLCV history since 2015Output — return, σ, maximum drawdown, best and worst dayUse — asset allocation, risk management, research
Open the statistics →

Index data and documents behind the tools

Every figure the tools display can be verified independently. The files below are the same files the tools read.

Daily OHLCV valuesComplete history since 2015 · .csv Monthly constituent weightsAll rebalancing dates · .csv Quarterly constituentsComposition history · .csv Index whitepaperConstruction and rationale · .pdf Methodology manualComplete rule set · .pdf Sharpe-Rivin paperRisk-adjusted return methodology · .pdf

Which data do the tools read?

The allocation calculator and the rebalancing explorer read the monthly constituent weights file, which lists every weight of every rebalancing since 1 January 2015. The statistics calculator reads the daily OHLCV file, which holds one open, high, low, close, and volume row per calendar day since 1 January 2015. Both files sit on this domain and update on the same cycle as the index itself.

How do the tools relate to the methodology?

The CCi30 Cryptocurrency Index selects the 30 largest cryptocurrencies by adjusted market capitalization, weights each constituent by the square root of that figure, and rebalances on the first calendar day of each month at 00:00 GMT. The tools apply arithmetic to the published output of that process; they add no discretion of their own. The full rule set is documented in the methodology section and the methodology manual below.