OCI20 · CoreT1LiveS -0.07
OLTA Core Index 20
Twenty large to mid-cap assets weighted by the square root of market cap. The tilt overweights mid-caps versus a pure mcap index, which is the entire point. For allocators who want broader market participation without going equal-weight.
Launch NAV
6,923.58USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Core
Risk profile
Moderate
Weighting
Sqrt mcap
Constituents
20
Backtest summary
656d window
Sharpe
-0.07
Max drawdown
−65.2%
Annualised vol
+53.1%
Beta vs BTC
1.22
Total return
−6.3%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−13%
1-month−26%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)−6.3%-0.07-0.431 year−39.2%-0.79+0.056 months−26.1%-0.96-0.283 months+20.0%2.76-0.651 month+5.5%2.83+3.03
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
20 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 13.5% |
| ETH | 11% |
| SOL | 8.5% |
| BNB | 8% |
| XRP | 7% |
| ADA | 6% |
| AVAX | 5.5% |
| LINK | 5% |
| TON | 5% |
| SUI | 4.5% |
| DOT | 4.5% |
| NEAR | 4% |
| APT | 4% |
| LTC | 3% |
| TRX | 2.5% |
| TAO | 2% |
| ONDO | 2% |
| BCH | 1.7% |
| ATOM | 1.5% |
| ETC | 0.8% |
Further reading
Trade OCI20
Live NAV, order book and depth available on the trade view.