The CF Diversified Large Cap Index - London 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 capitalisation of the investible digital asset universe as its constituents. Index constituents are weighted using the diversified market capitalisation which is determined by the free-float market capitalisation adjusted by the application of the harmonic series' terms. This has the benefit of discounting the higher capitalisation assets within the portfolio in accordance with the CF Multi Asset Series Ground Rules and the CF Diversified Large Cap 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 Diversified Large Cap Index - London was incepted on December 1st 2021 with a value of 1,000. The index was launched in February 14th, all values from inception date to launch date provided are backtested.
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