Catastrophe Bond Fund Indices – UCITS
These cat bond fund indices display the indexed returns of all the major UCITS catastrophe bond funds.
Developed by Plenum Investments AG, a specialist insurance-linked securities (ILS) investment manager, the Plenum CAT Bond UCITS Fund Indices are a set of indices designed to reflect the returns of all catastrophe bond funds available in the market in UCITS format.
These are investable total return cat bond fund indices only, with the values calculated and published on a weekly basis.
We only display the USD currency versions of these UCITS cat bond fund indices. Data on EUR and CHF versions are available at the Plenum website here.
These cat bond fund indices are calculated on an average and capital-weighted basis and are further divided into two risk categories for the average-weighted calculation. Live indices are available for all four USD categories, while a return since inception index is only available for the average and capital-weighted versions.
To access a full methodology for these cat bond fund indices, as well as index data and a market survey, please visit this page and fill out the form to gain access.
UCITS cat bond fund indices – from Plenum Investments
These catastrophe bond fund indices provide a valuable source of real cat bond fund return information across the UCITS cat bond fund category, that encompasses 14 live funds.
Use these indices to track cat bond market returns and performance, across the market as a whole, as well as averages for low and high risk fund strategies.
These indices consist solely of investment funds in UCITS format that invest directly and exclusively in catastrophe bonds.
UCITS catastrophe bond fund index – Returns by year
In addition, here we have the returns of the UCITS cat bond fund master average USD index by year, with the current returns year-to-date as well.
UCITS catastrophe bond fund index – Live
Our first chart displays the Live UCITS cat bond fund indices, which include low and high risk versions, as well as the Master index average and capital-weighted indices. The Live UCITS cat bond fund indices only go back to the end of 2021, so for a longer-term view of cat bond fund performance see the since inception indices below.
UCITS catastrophe bond fund index – Since inception
Our second chart displaying these UCITS cat bond fund index displays the values of the master average and capital-weighted indices since their inception, from January 1st 2011 to date.
Zoom into this index to view performance over a shorter time-frame using click and drag in the plot area.
The data to create these charts is taken from a number of public sources where UCITS catastrophe bond funds and their returns are listed, with the support and assistance of Plenum Investments AG.
With this cat bond fund index family, Plenum Investments aims to provide a market compass for investors, enhancing transparency in the cat bond investment space and setting a benchmark standard in the catastrophe bond investment fund industry.
The UCITS (or Undertakings for the Collective Investment in Transferable Securities) fund format has become a significant structure in the catastrophe bond fund investment market, offering investors regular liquidity and more transparency, while meeting the necessary European rules to qualify under the UCITS framework.
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