The CF DeFi Composite Index - London is a liquid, investible benchmark portfolio index that tracks the return performance of decentralised financial services, commonly referred to as "DeFi". The index is comprised of three distinct sub-portfolios of fixed weight that represent the components of blockchain architecture that are required to deliver decentralised financial services to individual and institutional end users; DeFi Applications (DApps), Services and Settlement Blockchains. Digital assets are classified in accordance with the CF Digital Asset Classification Structure (DACS) for sub-portfolio eligibility.
Digital assets are weighted by free float market capitalisation within each sub-portfolio in accordance with the CF Multi Asset Series Ground Rules and the index methodology. The index is calculated and published once a day at 4:00pm London Time. The index is re-constituted on a twice yearly basis and rebalanced quarterly.
The CF DeFi Composite Index - London was incepted on December 1st 2021 with a value of 1,000. The index was launched in January 18th, all values from inception date to launch date provided are backtested.
To read the most recent report about CF DeFi Composite Index (London) index's market performance, please find our respective rebalance analysis here.
Learn more about what the CF DeFi Composite Index delivers and its construction in the below video.
The CF DeFi Composite Index utilises the CF Digital Asset Classification Structure (DACS) to determine whether tokens meet the eligibility criteria laid out in the methodology.
Learn more about the CF DACS from the below video
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(1st September 2022)
For more information about the index and licensing enquiries please contact [email protected]