Out of the 1000+ coins universe provided by Lukka Prime, the index tracks those fully verified as investable, leaving some 500+ cryptocurrencies in the Total Market. Coins linked to non-crypto assets e.g., stablecoins, are excluded. On a quarterly basis, using the proprietary CRIX Technology Decision Curve (CTDC), the optimal number of cryptocurrency constituents is determined by an algorithm to closely represent the Total Market return characteristics. On a monthly basis, in between quarterly reconstitutions, the weights of constituent cryptocurrencies are recalculated based on current market capitalization. S&P Dow Jones Indices calculates the Royalton CRIX Crypto Index value daily based on the list of weights and constituents provided by Royalton Partners.
Royalton CRIX Crypto Index is being calculated by S&P Dow Jones Indices since November 2021, historical data are available from 16 March 2018. Official index data is published on the S&P’s website
Royalton CRIX Crypto Index was developed by professor Wolfgang Härdle and his team of researchers from Humboldt University in Berlin. In 2021 Royalton Partners AG a wholly owned subsidiary of Royalton Partners Holdings acquired IP rights to the index. Royalton Partners SA is group sister company of RPAG
In case you are interested in licensing the index, please contact Mr Przemysław Bielicki