CRYPTO MOMENTUM ETP
The CF Crypto Momentum ETP is based on the Vinter CF Crypto Momentum Index, which actively selects crypto assets based on price momentum and on-chain activity. The ETP focuses on the largest and most liquid crypto assets. The portfolio is dynamically optimised to minimise concentration risk by capping maximum exposures.
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INVESTMENT OBJECTIVE
The strategy offers you diversified and professionally managed access to the leading crypto assets with the most powerful price and adoption growth. The ETP is well suited as a standalone crypto investment or as a complement to your existing crypto holdings.
Key Benefits
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Dynamic exposures that adjust to market conditions over time, using quantitative models
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Liquid and traded daily on regulated exchanges in Switzerland and Europe
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Professionally managed by FINMA-regulated asset management team
Allocations and Investment Details
The Vinter CF Crypto Momentum Index (the “VCFMOM” or the “Index”) was co-created by Matrixport Asset Management AG and Vinter. The Index selects crypto assets based on a combination of price momentum and momentum in the underlying’s on-chain activity, as measured by active network addresses. The eligible asset universe is adjusted for liquidity and investment capacity. Additionally, the strategy seeks to minimise turnover and limit concentration risk from signal overextension. The ETP rebalances its holdings on a monthly basis and reviews its constituents on a quarterly basis in line with the Index. The Index is calculated by Vinter. Due to the highly dynamic environment of this emerging asset class, assets and tokens as well as exchanges are reviewed by Vinter on a quarterly basis in accordance with the rulebook.