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UCITS catastrophe bond fund index posts 1.24% average return in August

The index’s 12-month rolling return edged down to 9.8% as reinsurance pricing softened, but year-to-date performance rose to 5.4% by Aug. 28.

Reported · Written up by our desk · Reinsurance

Artemis said catastrophe bond funds in the UCITS investment format posted their strongest performance month of 2026 through the late August reporting window, averaging a 1.24% return from July 31 to Aug. 28. The outlet said the year-to-date average for UCITS catastrophe bond fund strategies increased to 5.38% as of Aug. 28, supported by positive premium accrual and the seasonality of hurricane-related risks.

Despite the strong month-to-date result, Artemis reported the 12-month rolling return average across the Plenum CAT Bond UCITS Fund Indices slipped to 9.82% as of Aug. 28, down from 9.94% at July 31, as reduced spreads on new cat bond issuance reflected a softer reinsurance pricing cycle.

Artemis added that the Aug. 28 reading was based on end-of-week pricing data rather than a full-month snapshot, and it pointed to the lack of impactful catastrophe loss events during the window.

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