Catastrophe Bond Fund Indices – UCITS

These cat bond fund indices display the indexed returns of all the major UCITS catastrophe bond funds.

plenum-investments-logoDeveloped 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.

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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 – 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.

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Plenum UCITS Cat Bond Fund Index Family

Master Cat Bond Fund Indices

Index name Cluster Currency Weighting # of Funds ISIN Bloomberg
Plenum CAT Bond UCITS Fund Index USD Cap Master USD Capital 13 CH1208860432 PLCBFUC
Plenum CAT Bond UCITS Fund Index EUR Cap Master EUR Capital 14 CH1208860440 PLCBFEC
Plenum CAT Bond UCITS Fund Index CHF Cap Master CHF Capital 10 CH1208860457 PLCBFCC
Plenum CAT Bond UCITS Fund Index USD Avg Master USD Average 13 CH1208860465 PLCBFUA
Plenum CAT Bond UCITS Fund Index EUR Avg Master EUR Average 14 CH1208860473 PLCBFEA
Plenum CAT Bond UCITS Fund Index CHF Avg Master CHF Average 10 CH1208860507 PLCBFCA

Sub Cat Bond Fund Indices

Index name Cluster Currency Weighting # of Funds ISIN Bloomberg
Plenum CAT Bond UCITS Fund Index LR USD Avg Low Risk USD Average 5 CH1208860515 PLCBFLRU
Plenum CAT Bond UCITS Fund Index LR EUR Avg Low Risk EUR Average 5 CH1208860531 PLCBFLRE
Plenum CAT Bond UCITS Fund Index LR CHF Avg Low Risk CHF Average 4 CH1208860556 PLCBFLRC
Plenum CAT Bond UCITS Fund Index HR USD Avg High Risk USD Average 8 CH1208860572 PLCBFHRU
Plenum CAT Bond UCITS Fund Index HR EUR Avg High Risk EUR Average 9 CH1208860796 PLCBFHRE
Plenum CAT Bond UCITS Fund Index HR CHF Avg High Risk CHF Average 6 CH1208860804 PLCBFHRC

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.

We recommend you download the full index methodology, as well as raw data from the Plenum website here to gain a better understanding of this valuable cat bond fund performance data source.

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.

We also track UCITS cat bond fund assets under management here.

The information published on this document is provided for information purposes only and does not constitute a recommendation, offer or solicitation to buy or sell any investment instruments, to effect any transactions or to conclude any legal act. The published information also does not constitute a decision-making aid for economic, legal, tax or other advisory issues. Furthermore, no investment or other decisions may be made solely on the basis of this information. When making investment decisions, please consult a qualified specialist. Plenum Investments Ltd. does not guarantee the accuracy, completeness or timeliness of the information published in this document. The contents of this document are subject to change at any time without prior notice. The future performance of investments cannot be derived from past price performance. The value of an investment may rise or fall and, in extreme cases, may lead to the loss of the capital invested. Investments may show high price fluctuations and may account for the amount invested. The preservation of the invested capital can therefore not be guaranteed. Detailed information on risks can be obtained from Plenum Investments Ltd. Plenum Investments Ltd. accepts no liability for losses or damages (both direct and indirect and consequential) of any kind that may arise from the use of this documentation or from the use of any of our publications or indices. The exploitation and use of the published information is at the user’s own risk and peril. Without limiting the foregoing and to the extent permitted by law, in no event shall Plenum Investments Ltd. be liable for any direct, indirect, special, punitive, or consequential damages (including lost profits) arising out of or in connection with the information. The indices are based on prices from industry standard sources provided to Plenum Investments Ltd. and do not represent actual bids or offers for the underlying CAT Bond funds. Such prices or facts may differ materially from actual trading prices or facts. The prices may not be representative of the actual valuations used by Plenum Investments Ltd. for its own purposes. Neither the indices nor the underlying prices should be taken as an indication or guarantee of future performance, analysis, forecast or prediction. Plenum Investments Ltd. may have an interest in the underlying CAT Bond funds. The Plenum CAT Bond UCITS Fund Indices (“Indices”) and the prices and facts of the CAT Bond Funds underlying the Indices (collectively, the “Information”) are provided by industry standard sources. The Indices are provided for informational purposes only. None of the Information is intended as an offer or solicitation, nor as the basis for a contract to purchase any security (Fund), nor as an advertisement or recommendation of any security, financial product or other investment instrument or trading strategy. None of the information is intended to constitute investment advice or a recommendation. It is not an information for the purpose of making investment decisions and should not be relied upon as such. Unless otherwise agreed in writing, Plenum Investments Ltd. does not act as a financial advisor. Plenum Investments Ltd. expressly makes no warranties or representations, express or implied, with respect to the information (or results that may be obtained from the use of the information).