Digital Assets

Compass Crypto Volatility Index Bitcoin – 20%

CVTBTC20

The Compass Crypto Volatility Index Bitcoin - 20% provides a dynamic exposure to the Bitcoin with an annualized volatility target level of 20%.
Graph and statistics
  • 1Y
  • 3Y
  • 5Y
  • All
Date
2025-03-13
Last Value
1253.555
Annualised Return
31.65%
Annualised Volatility
19.88%
1 Day Return
0.04%
MTD Return
0.29%
QTD Return
-6.58%
YTD Return
-6.58%
Since Inception
1 153.56%
Index Specifications
Compass Code

CVTBTC20

Asset Class

Digital Assets

Bloomberg Ticker

CVTBTC20 Index

Sub Asset Class

Currency

Refinitiv RIC

.CVTBTC20

Strategy

Volatility

ISIN

None

Calculation Frequency

Daily

Currency

USD

Inception Date

2016-02-04

Key characteristics of the index

The Compass Crypto Volatility Target Indices (also called the CCVT indices) are a set of indices created to provide exposure to cryptocurrencies while controlling the volatility of the strategy. CCVT indices combine expertise in cryptocurrency and index engineering to offer investors a risk controlled exposure to the highly volatile crypto asset class. CCTV indices are compliant with the EU Benchmark Regulation (EU BMR).

  • provides a smart and dynamic exposure to digital assets through Compass proprietary mechanisms ­
  • decreases exposure if environment becomes too volatile and maximize exposure in less volatility conditions ­
  • based on a fixed risk budget ­
  • methodology and governance in line with the most constraining financial indices regulation, the European Benchmark Regulation (EU BMR) ­

 

A set of innovative indices to gain exposure to the main crypto currency while decreasing  significantly the risk of our investment.

 

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