index

Investments in insurance-linked securities (ILS) and catastrophe bonds continued to outperform some comparable benchmarks in 2016, despite further reinsurance rates and ILS price declines, according to the latest report from Aon Securities.

In line with the first-quarter of this year and the second-quarter of 2015, all Aon insurance-linked securities (ILS) Indices posted gains in Q2 2016. However, and again continuing the trend witnessed in Q1, relative to benchmarks the Aon ILS Indices performed with mixed results, according to Aon Securities.

In contrast to the first-quarter of last year all Aon ILS Indices in Q1 2016 reported gains, however, relative to benchmarks the ILS Indices performed with mixed results, says Aon Securities, the capital markets arm of reinsurance broker Aon Benfield.

Hedge fund data and performance information provider, Eurekahedge, and Asia based insurance-linked investments advisers, ILS Advisers, have launched a USD hedged version of their index which tracks the performance of insurance-linked investment funds.

The total return of the outstanding catastrophe bond market in 2013 has beaten the long-term average for the second year running, with the 2013 total return reaching a very healthy 10.9%, as measured by the Swiss Re Global Cat Bond Performance Total Return index.

The inexorable rise of the Swiss Re Global Cat Bond Performance Price Return index, which tracks the price return for all outstanding USD denominated cat bonds and has been rising consistently since late July, has slowed as we move through October.

Artemis has learnt that Nathalie Rushe joined Mercury Capital, the Bermuda based ILS fund manager, in September as Managing Director for Origination and Marketing. Nathalie, who has been consulting in the Alternative Capital space through Rushe Capital Advisers since leaving Hiscox in April 2012, has a deep understanding of the alternative market place.

The outstanding catastrophe bond market returned over 1.5% in September, following on from an even healthier 1.7% return in August, demonstrating that despite declines in pricing, catastrophe bond returns remain a very attractive proposition for institutional investors.

After more than two and a half years the Swiss Re Global Cat Bond Performance Price Return index, which tracks the price return for all outstanding USD denominated cat bonds, has made it back to its highest level since the index plummeted after the Tohoku, Japan earthquake and tsunami.

The Mercury investible Catastrophe Risk Index, or MiCRIX for short, one of the indices that we play host to here on Artemis has seen accelerating returns in the months of July and August. The index has delivered returns of 4.2% since June, gaining 1.2% in July and 3.0% in August alone, a stunning performance by […]