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  • July Rebalance Report

    As always, we present the following data without commentary. Cut-off date used was 6/28 this month. The rebalance was completed as of 22:30 UTC on 6/30. Month to date data is from 6/1 to 7/1. Quarter to date (Q2) data is from 4/1 to 7/1. If there are any missing performance metrics you would like to see, please let us know.

    BTC dominance and market cap reflect only the Bletchley Total Index (70 assets). Turnover is defined as the total percent of assets that would need to be traded to properly track each index before and after the rebalance. Detailed asset weights and turnover statistics available here. Contribution is the portion of the return for the Bletchley 10 Index attributable to each coin.

    Bletchley Total Index Chart

    Bletchley Total Index Chart

    Sharpe Ratios and Volatility

    Volatility, Sharpe, and Sortino ratios are calculated off daily returns and are annualized to a 365 day year. The Sortino ratio is benchmarked against bitcoin. Volatility, standard deviation, and return are all displayed in percentage terms.


    Calculated off of daily returns, spearman method.


    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.

    Largest daily moves for the month



    Bletchley - A Better Benchmark