The CF Diversified Broad Cap Index is a liquid investible benchmark portfolio index designed to track the performance of diversified exposure to a broad portfolio of the digital asset class. The index seeks to capture 99% of the total market capitalization of the investible digital asset universe as its constituents. Index constituents are weighted by diversified market capitalization that reduces portfolio weight away from overly dominant constituents. The index is calculated and published once a day at 4:00pm London Time every day of the year, it is re-constituted and rebalanced quarterly in accordance with the CF Multi Asset Ground Rules. The CF Diversified Broad Cap Index was launched on October 30th 2022 with an inception date of September 1st 2022 at a value of 1,000.
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