The literature on cryptocurrencies has recently shifted from observing market efficiency to finding an explanation of the fluctuations in cryptocurrency prices. This is because cryptocurrency markets have not been efficient in the past, although it appears that they are becoming more efficient over time. Therefore, strategies to exploit these inefficiencies should be possible. For other asset classes, such as stocks or bonds, there is a large body of literature on asset pricing. For example, it has been found that factors such as size, value, momentum, or beta can explain the price fluctuations of an asset class. This paper will add to this research and examine the cryptocurrency asset class factors. In total, nine factors are tested, grouped into volatility, volume, momentum, and size. On a monthly basis, I find that size and short-term reversal can provide an explanation for cryptocurrency return variations.