CF Benchmarks Monthly Market Recap
Here's the December edition of a monthly compilation of digital asset market data, analysis and insights by CF Benchmarks' Lead Research Analyst Gabe Selby.
Gabriel Selby
2023 Market Outlook
The digital asset space has witnessed sizable growth over the recent years. As we look to 2023, investors must consider the current challenges, opportunities, and trends that will shape its future.
Sui Chung
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
To promote an orderly transition and minimise any market impact, the benchmarks will continue to be published until provision ceases from 11:00 London time on December 19th 2022, meaning that the last values to be published will be for December 18th 2022.
CF Benchmarks
The CF Broad Cap Index
The CF Broad Cap Index is designed to serve as a true barometer of the cryptocurrency market, thus providing the broadest and most institutionally investible ‘beta’ market gauge.
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CF Benchmarks Quarterly Attribution Report
Another exogenous shock has led crypto markets lower over the last rebalancing period as one of the world’s largest exchanges surprisingly filed for bankruptcy. All of our flagship portfolio indices finished in negative territory with pricing volatility surging in the month of November.
Gabriel Selby
Quarterly Attribution Report: CF Diversified Large Cap Index
The CF Diversified Large Cap Index - is a liquid, investible benchmark portfolio index designed to track the performance of large-cap digital assets. The index seeks to capture 95% of the total market capitalization of the investible digital asset universe as its constituents. Index constituents are weighted using the diversified market capitalization which is determined by the free-float market capitalization adjusted by the application of the harmonic series' terms. This has the benefit of dis
Gabriel Selby
Quarterly Attribution Report: CF DeFi Composite Index
The -13.7% decline in the CF DeFi composite index remained largely concentrated in the Finance segment of the portfolio index. With almost 90% of the negative performance contribution stemming from this category alone.
Gabriel Selby
Quarterly Attribution Report: CF Ultra Cap 5 Index
Our barometer for mega-cap tokens remained under pressure, falling approximately -16.5%. The index is heavily weighted towards the Settlement segment, which contributed over 100% of the negative performance during the last rebalancing period.
Gabriel Selby
Quarterly Attribution Report: CF Blockchain Infrastructure Index
The CF Blockchain Infrastructure Index finished the rebalancing period mostly flat, notching a +0.11% increase in value. The index composition has a slight bias toward Scaling protocols, which contributed -3.7% of negative performance.
Gabriel Selby
Quarterly Attribution Analysis: CF Digital Culture Composite Index
The CF Digital Culture index fell -26.5% as performance contributions from the headline DACS segment (Culture), overwhelmingly negated positive performance contributions from services segment.
Gabriel Selby
Quarterly Attribution Analysis: CF Web 3.0 Smart Contract Platforms Index
The higher weighting of Solana (SOL), coupled with weak performance, led to a pronounced drag on our Smart Contract Platforms Index. The total negative contribution of SOL for the rebalance period was almost 40% of the index’s total -31.8% decline.
Gabriel Selby
CF Benchmarks Monthly Market Recap
Here's the November edition of a monthly compilation of digital asset market data, analysis and insights by CF Benchmarks' Lead Research Analyst Gabe Selby. This report has been designed to help you see at a glance which blockchain economic categories have been driving recent crypto market performance, get a sense of where institutional investors are allocating capital earmarked for digital assets, and understand how crypto fits into, impacts and is influenced by the broader market picture.
Gabriel Selby