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  • Weekly report for Week of 5/13/2018

    Our first weekly report on metrics for the digital asset class. Graphics will improve over the next few versions. Thanks for bearing with us. Feedback greatly appreciated!

    Returns of Crytpo Benchmarks

    Week MTD YTD
    10 -3.45% -10.16% -40.92%
    Total -3.56% -11.31% -41.90%
    BTC -2.81% -10.80% -40.44%
    ETH 1.81% 3.88% -6.08%

    Bletchley Total Index Chart

    Bletchley 10 Constituents

    Contribution is the portion of the return for the Bletchley 10 Index attributable to each coin, currently there is some error as we didn't have accurate weights at the beginning of this week saved. Because of this the sum of the contributions doesn't equal the weekly return on the 10 index.

    Return Weighting Contribution
    BTC -2.81% 52.25% -1.47%
    ETH 1.82% 19.41% 0.35%
    XRP -1.30% 10.52% -0.14%
    BCH -19.30% 5.68% -1.10%
    XLM -12.50% 2.43% -0.30%
    LTC -4.71% 2.94% -0.14%
    ADA -8.04% 2.53% -0.20%
    DASH -4.79% 1.24% -0.06%
    EOS -5.94% 2.66% -0.16%
    ZEC 39.62% 0.35% 0.14%

    Sharpe Ratios and Volatility

    Volatilities are annualized to a 365 day year. Volatility, standard deviation, and return are all displayed in percentage terms.

    Weekly



    Month to Date



    Year to Date

    Correlations

    Calculated off of daily returns, spearman method.

    Weekly



    Month to Date



    Year to Date

    Betas

    Beta is defined as the covariance of the asset and the benchmark divided against the variance of the normalizing benchmark, in this case the Bletchley 10 Index.




     

     

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