OCI6 · CoreT1LiveS 1.28Cycle-tested
OLTA Core Index 6
The five largest crypto assets by market capitalization, cap-weighted with 40% on Bitcoin. BTC and ETH provide about two thirds of the weight; SOL, BNB and XRP round out the smart-contract L1 set. The simplest one-decision exposure to the asset class, and the typical starting point for an institutional allocation.
Launch NAV
4,127.50USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Core
Risk profile
Conservative
Weighting
Mcap · 40% cap
Constituents
5
Backtest summary
2114d window
Sharpe
Strong1.28
Max drawdown
−78.4%
Annualised vol
+57.4%
Beta vs BTC
1.05
Total return
+2324.4%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−12%
1-month−26%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+2324.4%1.28+0.471 year−26.9%-0.62+0.216 months−26.1%-1.03-0.353 months+14.6%2.04-1.371 month−2.0%-0.96-0.75
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
5 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 40% |
| ETH | 22% |
| SOL | 15% |
| BNB | 13% |
| XRP | 10% |
Further reading
Trade OCI6
Live NAV, order book and depth available on the trade view.