cat bond fund


Private ILS funds diverged, cat bond funds were negative in November

The performance of insurance-linked securities (ILS) funds that invest in private ILS and collateralised reinsurance contracts diverged again in November, while pure catastrophe bond funds were down as a group, the latest Index data from ILS Advisers shows.Overall the ILS and cat bond fund sector as tracked by the Eurekahedge read the full article →

Gap between best & worst performing ILS fund nears 10% in October

The broad diversity within the insurance-linked securities (ILS) fund market became very apparent in October 2019, as the impacts of catastrophe losses from Hagibis drove the gap between best and worst performing ILS fund to almost 10%.It's one of the highest figures we've seen in our almost two decades tracking read the full article →

Hagibis hammers some private ILS positions in October

It's becoming clear that typhoon Hagibis' impacts in Japan have hammered the performance of some private insurance-linked securities (ILS) positions in October and this could be sufficient to overshadow what has been another positive month for the catastrophe bond market.While typhoon Hagibis did dent some catastrophe bond positions, with a read the full article →

Cat bond recovery drives 1.42% average ILS fund return in September

Record catastrophe bond fund returns have helped to drive the average performance of ILS funds to 1.42% for September 2019, the highest ILS fund market return for one month in a decade.Catastrophe bond funds experienced a strong recovery of the mark-to-market impacts from hurricane Dorian in early September, driving record read the full article →

Cat bond funds see record monthly returns on Dorian recovery

Catastrophe bond funds are reporting bumper September returns, in some cases beating their records, as they benefit from the full recovery of hurricane Dorian exposed cat bond valuations.When hurricane Dorian was intensifying rapidly on approach to the Bahamas right at the end of August the main risk models were suggesting read the full article →

Dorian dents August ILS fund returns, shows reserving policies vary

As expected, the mark-to-market impacts to catastrophe bond valuations right at the end of August caused by hurricane Dorian has driven the overall average return of insurance-linked securities (ILS), cat bond and collateralized reinsurance funds for August much lower.With one ILS fund still to report, having delayed its August returns read the full article →

ILS funds delivering strong returns during seasonal peak

Insurance-linked securities (ILS) funds are generally delivering strong returns to their investors so far during the seasonal peak of premium allocation, when the risk-linked return contribution tends to be at its highest.We've become aware from sources that a reasonable number of private ILS funds and funds focused on collateralised reinsurance read the full article →

Twelve Capital targets investors in Australia & New Zealand

Specialist ILS fund manager Twelve Capital has announced a new partnership with Sydney based capital advisory and fund placement consultancy based Allen Partners, to help in expanding its distribution reach into Australia and New Zealand.The Zurich headquartered insurance-linked securities (ILS) and reinsurance linked investment manager is seeking to engage with read the full article →

ILS funds in positive 0.42% July 2019 return, but loss creep drag persists

Insurance-linked securities (ILS), catastrophe bonds and collateralized reinsurance funds experienced a more stable July 2019, averaging a 0.42% return for the months, although this was below the long-term average for the month.That took cumulative performance year-to-date for the ILS and cat bond fund sector, as tracked by the Eurekahedge ILS read the full article →

ILS has “superior historical performance” over the long-term: Researchers

Recent analysis on the return drivers of insurance-linked securities (ILS) shows that over a 15-year period, ILS funds have recorded a superior historical performance when compared with other asset classes.In a recent article, Alexander Braun and Martin Eling of the Institute of Insurance Economics, University of St. Gallen in Switzerland read the full article →