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ORWI8 · Real world assets

RWA Infrastructure 8

T2Under studyCycle-tested
Reference net asset value
350.00usd

Calibrated launch value from the rulebook. This basket carries no order panel today.

Family
Real world assets
Risk profile
Growth
Holdings
8
Weighting
LiquidityAdjustedCapped20
Rebalance
Not published
Sharpe grade
Track too short
The thesis

Why this basket exists

What the construction is trying to capture, who it is built for, and how it is meant to be sized inside a wider allocation.

The pure-play RWA builders. Ondo runs tokenized treasuries and is the category-defining RWA brand. Polymesh and Dusk operate regulated security-token L1s. Centrifuge brings real-world credit on-chain. MANTRA and Plume target RWA-native chain layers. Solv tokenizes Bitcoin into yield-bearing instruments. INJ provides the iAssets framework for on-chain equities. Higher beta than OTR6 because most constituents are mid-cap and still in distribution, but this is where the protocol-revenue flywheel sits.

  • RWA family · Growth risk tier
  • Rule-based, divisor-method NAV

No committee note is published for this basket yet. The text above is its catalogue description; the framing beside it is derived from the mandate and the risk tier.

How it is meant to be used
Built forAllocators who can tolerate 40 to 60% drawdowns for a longer payoff window.
Typical sizing5 to 15% of a crypto sleeve
Weighting ruleLiquidityAdjustedCapped20
Risk tierGrowth
Composition

8 holdings, drawn to scale

Each tile's area is its weight in the basket, so the picture and the table below it are the same data read two ways.

Weight by area
8 holdings
ONDO · 18% of the basketONDO18%CFG · 14% of the basketCFG14%POLYX · 14% of the basketPOLYX14%MANTRA · 12% of the basketMANTRA12%PLUME · 12% of the basketPLUME12%DUSK · 10% of the basketDUSK10%INJ · 10% of the basketINJ10%SOLV · 10% of the basketSOLV10%
Largest holding
ONDO 18.0%
The single name that moves net asset value most.
Top three
46.0%
Share of the basket held by its three largest names.
Effective holdings
7.67
Equal weight equivalent of 8 named positions.
Published weights
largest first
Published weights for all 8 holdings, largest first.
HoldingShareWeight
01ONDO18%
02CFG14%
03POLYX14%
04MANTRA12%
05PLUME12%
06DUSK10%
07INJ10%
08SOLV10%
Total100%
Holdings

Why each name earned its seat

Research notes per constituent: the case for the asset, the regime that suits it, and the risk the seat carries.

  • ONDO18%Yield

    Ondo Finance is the largest tokenized treasury issuer and a category-defining brand in the RWA stack.

    Performs in RWA-narrative phases and high-rate regimes. Underperforms in pure-crypto altcoin cycles and if rate cuts compress treasury yields.

    regulatory uncertaintyrate-cycle sensitivity
  • CFG14%Yield

    Centrifuge tokenizes private credit and trade finance on-chain. The cleanest pure-play on tokenized credit at scale.

    Performs in credit-spread-widening regimes. Underperforms when capital prefers larger-cap RWA exposure.

    lower liquiditycredit-default exposure
  • POLYX14%Infrastructure

    Polymesh is the regulated security-token L1 with identity, accreditation, and transfer restrictions native to the protocol.

    Performs in regulated-issuance phases. Sensitive to regulatory clarity around security tokens.

    thin liquidityregulation dependence
  • MANTRA12%Infrastructure

    Mantra is the Cosmos-based RWA-native L1 with regulated issuance partnerships in the UAE and Asia.

    Performs in RWA-narrative phases. Drawdown profile is sharp because the float is concentrated and the listing history is short.

    sub-2y historyconcentrated supply
  • PLUME12%Infrastructure

    Plume is the L1 built for RWA-native applications, with native compliance modules and a tokenized issuance pipeline at launch.

    Performs in RWA-narrative phases. Short trading history makes drawdown comparisons noisy.

    sub-1y historylaunch-phase volatility
Show the remaining 3 holdings
  • DUSK10%Infrastructure

    Dusk Network is the privacy-focused security-token L1 targeting EU regulated issuance with ZK primitives at the protocol layer.

    Performs in regulatory-tailwind cycles and privacy or ZK narrative phases.

    thin liquiditynarrow market
  • INJ10%Infrastructure

    Injective is the Cosmos-based L1 specialised for on-chain derivatives and the iAssets framework for tokenized equities.

    Performs in derivatives and RWA narrative phases. Sensitive to Cosmos ecosystem health and to iAssets adoption.

    narrow product surface
  • SOLV10%Yield

    Solv Protocol tokenizes Bitcoin into yield-bearing instruments. SolvBTC is the largest BTC-yield product on-chain.

    Performs in Bitcoin-DeFi narrative phases. Sensitive to Babylon protocol health and BTC-yield primitive maturity.

    Babylon dependencethin float
The record

What the numbers say

Simulated on historical constituent prices. A Sharpe is only published once the measured window clears 90 days, and drawdowns keep their sign.

Backtested record
71 day window
Sharpe grade
Track too short
A grade is published once the window reaches 90 days. This one covers 71.
Total return
+30.2%
Across the full window, simulated.
Max drawdown
−15.1%
Deepest peak to trough. 6 days to recover.
Annualised volatility
49.6%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.99
Correlation 0.59.
Effective holdings
7.67
Of 8 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+83.5%
Excess over what beta to bitcoin alone explains.
R squared
0.34
Share of the basket's moves bitcoin explains.
Bitcoin reference · Sharpe 0.33 · max drawdown −76.6%
OCBE100 reference · Sharpe 0.34 · max drawdown −61.1%

Every figure above is simulated on historical constituent prices for a basket that has not traded. It describes how the rules would have behaved, not how they will behave. ORWI8 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−8%
1-month · 30d0%

Max expected loss over the horizon · 95% confidence · historical distribution. There is a 5% chance the actual loss is larger.

Across timeframes
vs bitcoin
Simulated return for this basket over five windows, with a Sharpe and a comparison with bitcoin wherever the window is long enough to publish one.
WindowReturnSharpevs BTC
Full window+30.2%Not graded·
1 year+30.2%Not graded·
6 months+30.2%Not graded·
3 months+30.2%Not graded·
1 month+25.5%Not graded·

Returns are simulated over each window. A Sharpe is published only once that window clears 90 days, so the shorter rows read Not graded and carry no comparison with bitcoin. Short windows flatter and punish at random; read the full window first and treat the rest as texture.

Risk

What could go wrong

Priced off this basket's own weights rather than off a generic disclaimer, so every figure below can be checked against the table above.

Higher beta than the broad market. Drawdowns of 40 to 60% during risk-off regimes are within historical range. Size accordingly.

Structural flags
2 on this basket
  • Short price historyHigh

    ONDO, PLUME, MANTRA and 2 more have under a year of usable history. Backtest metrics carry wider error bars.

  • Pre-live statusLow

    Second Wave index. NAV is computed but the basket isn't yet open for live allocation.

If it goes wrong
effect on net asset value
3 downside scenarios for this basket, and the loss each one would put on net asset value.
ScenarioLoss on net asset value
ONDO loses half its valueLargest holding, 18.0% of the basket−9.0%Mechanical
The three largest holdings fall 30%ONDO, CFG, POLYX · 46.0% of the basket together−13.8%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 6 days to recover−15.1%Recorded

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.59 correlation to bitcoin over its window: the holdings often move together, though less tightly than a broad crypto basket. Read the figures as a floor on the damage, never a ceiling.

Further reading

The research behind the construction

Worth a second look later

ORWI8 is under methodology review, so it carries no buy action today. The weights and the cadence are still being settled, and publishing an order panel over rules that are about to change would be the wrong kind of confidence. Everything above stays on the page while the work runs: the composition, the measured record and the risk flags all move with the research.