The return of catastrophe bond and insurance-linked securities (ILS) funds appear widely dispersed after the first-half of the year, as ILS Advisers reported a range of -5.1% to as high as +8%.
This once again demonstrates the wide range of strategies in the catastrophe bond and broader insurance-linked securities fund marketplace, as well as showing that performance is as diverse as the range of strategies on offer.
For the month of June 2021, the average ILS fund return was 0.32%, according to the Eurekahedge ILS Advisers Index, which was below the historical average of roughly 0.44% for the period.
