Risk and performance · Published daily values
CCi30 Index Statistics Calculator
The statistics calculator computes return, volatility, and drawdown of the CCi30 Cryptocurrency Index directly from the published daily closes over a trailing window of 3, 6, or 12 months. Every figure states its formula, and the window itself can be downloaded for independent verification.
| Statistic | Value | Basis |
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Which statistics does the page compute?
The page computes five headline figures. The period return divides the last close by the first close of the window. The mean monthly return converts the period return to a 30.44-day month geometrically. Monthly and yearly volatility scale the standard deviation of daily returns by the square root of 30.44 and 365, because the index prices every calendar day. The maximum drawdown reports the deepest peak-to-trough decline inside the window, with its dates.
What the calculator does not replace
The official risk figures of the CCi30 Cryptocurrency Index, including the Sharpe-Rivin ratio and the market efficiency ratio, appear in the statistics section of the homepage and follow the index methodology manual. The Sharpe-Rivin ratio corrects the standard Sharpe formula for volatile return series; the derivation is published in the Sharpe-Rivin paper. This page complements those figures with window statistics computed from the same public data.
Reading a drawdown window
A negative period return describes the window, not the asset class. The same formulas report the drawdowns of 2018 and 2022 and the recoveries that followed them, because the data reaches back to 1 January 2015. Selecting the 12-month window over a drawdown typically shows a deeper maximum drawdown and a higher yearly volatility than the 3-month window, which is the expected behaviour of scale-dependent 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.