The May rebalance was completed as of 01:30 UTC on 6/1. You can see details on all changes on our updates page.
As always, we present the following data without commentary. Weekly data is for the one week period from 0 UTC on 5/27 to 0 UTC on 6/3. Month to date data is from 5/1 to 6/3. If there are any missing performance metrics you would like to see, please let us know.
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.
Volatilities are annualized to a 365 day year. Volatility, standard deviation, and return are all displayed in percentage terms.
Calculated off of daily returns, spearman method.