Swiss Re Insurance-Linked Fund Management

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Insurance-linked securities (ILS) funds see improved performance in April


The month of April saw insurance-linked securities investment fund managers achieve their best performance of 2012 as the average ILS fund was up by 0.42% bringing the year to date figure to 1.09%, according to measurements of the Eurekahedge ILS Advisers Index. April was the strongest month for the index since its launch in March earlier this year.

The catastrophe bond market, as measured by the Swiss Re Cat Bond Price Return Index, declined by 0.31% over the month as the high primary issuance continued to inflict mark-to-market losses on outstanding cat bonds, according to ILS Advisers.

97% of the ILS funds which make up the Eurekahedge ILS Advisers Index returned a positive performance in April. ILS Advisers said that managers with higher allocations in reinsurance contracts performed more strongly than their peers as they were less impacted by the continuing drop in cat bond price returns caused by the mark-to-market losses.

The Eurekahedge ILS Advisers Index tracks the performance of participating Insurance Linked Investment funds. It is the first benchmark that allows a comparison between different insurance-linked securities fund managers in the insurance-linked securities, reinsurance and catastrophe bond investment space. The index is calculated and maintained by Eurekahedge and we are pleased to bring you an overview of it on our dedicated page here. The index includes funds that allocate at least two-thirds of their assets in non-life risk.

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