BOLD Weightings

While BOLD is rebalanced monthly, daily price activity has an impact on the weightings of held assets, and is evaluated daily.

The BOLD Index is rebalanced at the start of every month. This provides target weighting of the assets held. This is the same as the monthly data, but with an entry for each day.

This chart shows the daily weight of Gold in the BOLD index compared to its monthly target weight. The difference between these lines illustrates how market movements affect the actual allocation between rebalancing periods.

This chart displays the daily weight of Bitcoin in the BOLD index compared to its monthly target weight. The difference highlights how Bitcoin’s price volatility impacts its actual allocation within the index between monthly rebalancing events.

This chart compares Gold’s weight in the BOLD index against its price. The relationship illustrates how the inverse volatility weighting mechanism responds to Gold price movements, typically allocating more weight to Gold during periods of lower volatility relative to Bitcoin.

This chart compares Bitcoin’s weight in the BOLD index against its price. The relationship demonstrates how the inverse volatility weighting mechanism responds to Bitcoin price movements, typically reducing Bitcoin’s allocation during periods of higher volatility and price instability.