OLV8 · StrategyT1Under studyS 0.27Cycle-tested
Low Volatility 8
Eight assets ranked by inverse volatility. Tilts toward names with historically contained drawdowns. Reduces but does not eliminate crypto beta; the goal is a smoother equity curve, not market-neutral. Useful for allocations with explicit drawdown caps.
Launch NAV
2,580.00USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Strategy
Risk profile
Conservative
Weighting
Inverse vol
Constituents
8
Backtest summary
656d window
Sharpe
0.27
Max drawdown
−52.5%
Annualised vol
+43.1%
Beta vs BTC
0.98
Total return
+22.0%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−11%
1-month−21%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+22.0%0.27-0.091 year−20.4%-0.50+0.336 months−17.7%-0.85-0.173 months+18.0%2.98-0.431 month+3.5%1.79+2.00
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
8 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 22% |
| ETH | 16% |
| BNB | 14% |
| LTC | 12% |
| TRX | 11% |
| TON | 10% |
| LINK | 8% |
| XRP | 7% |
Further reading
Strategy under review
We are refining the weighting and rebalance cadence on this index. Trade access opens once the methodology stabilises. In the meantime, our methodology paper covers the current state of the construction. OLV8 stays on the catalogue with a live NAV reading.