Cat bond funds lead private ILS, as returns demonstrate decorrelation

Insurance-linked securities (ILS) fund strategies delivered a second month in a row of muted performance in March 2022, as some catastrophe exposure and continued price pressure in catastrophe bonds, dented returns for some strategies, but overall the sector remains positive for Q1, further underscoring the decorrelation potential for investors.

On average, insurance-linked securities (ILS) funds delivered a 0.05% return for March 2022, according to the Eurekahedge ILS Advisers Index.

March saw a number of minor global catastrophe events, some of which have impacted certain private ILS positions, if not in terms of losses, then just in terms of aggregate deductible erosion.

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