Disaster bond funds within the UCITS format had reached a median return year-to-date of 6.35% by August 2nd 2024, which is the second-highest annual return because the Plenum CAT Bond UCITS Fund Indices began monitoring the market in 2011.
The year-to-date return of this group of disaster bonds is barely second to the full-year 2023 report, with the subsequent highest annual return being 6.28% again in 2013.
It exhibits the enticing returns that traders within the disaster bond asset class are at the moment experiencing and returns accelerated within the final month.
From July fifth by way of August 2nd, the typical return of the Plenum CAT Bond UCITS Fund Indices was a powerful 1.38%.
Apparently although, the lower-risk cohort of cat bond funds on this Index averaged 1.50%, whereas higher-risk funds did barely worse at 1.31%.
This doubtless displays the best way spreads have recovered because the widening that was seen, which has not been fully evenly skilled throughout the universe of excellent cat bonds available in the market.
As stated, the typical return of the UCITS cat bond fund Index reached 6.35% for the 12 months to August 2nd, whereas the lower-risk cohort of funds returned 6.17% and the higher-risk cat bond funds did barely higher at 6.46%.
Analyse cat bond fund efficiency utilizing the Plenum CAT Bond UCITS Fund Indices, which tracks the efficiency of a basket of cat bond funds structured within the UCITS format and supplies a broad benchmark for the efficiency of cat bond funding methods.
Click on the chart beneath for an interactive model and index growth by week.
Wanting on the rolling twelve-month efficiency of UCITS disaster bond funds as measure by Plenum’s Index, to August 2nd, the typical return is now 11.74%.
Decrease-risk UCITS cat bond funds have averaged an 11.46% return to that date, whereas the higher-risk cohort averaged 11.96% and the capital weighted model of the Index stood at a powerful 12.2% return during the last 12 months.
Whereas which may be a way down on the report 14.88% return delivered by this Index in 2023, with the catastrophe bond market yield potential remaining around the 13.69% mark as of the end of June, the efficiency by the UCITS cat bond funds continues to be spectacular and proving enticing to traders.
Analyse UCITS cat bond fund efficiency, utilizing the Plenum CAT Bond UCITS Fund Indices.
Analyse UCITS catastrophe bond fund assets under management using our charts here.
Analyse catastrophe bond market yields over time using our new chart.
