Description
The Index seeks to provide upside participation to Bitcoin with significantly lower volatility and lower drawdowns than a long-only allocation. The index uses a proprietary, rules-based approach to allocate to either Bitcoin or Cash depending on the estimated favorability of the risk-regime.
Documents
The custom indices published in the “Client Information” section are proprietary to the client. S&P Dow Jones Indices LLC (SPDJI) is not the “Benchmark Administrator” (as defined in the International Organization of Securities Commission Principles for Financial Benchmarks of July 2013 and ESMA/EBA Principles for Benchmark Setting Processes of June 6, 2013) for such indices and SPDJI does not assume any responsibilities of a Benchmark Administrator for such indices.
