Strategies
Tenax ILS UCITS Fund » Investment Strategy

Diversification

The fund will diversify the portfolio based on covered perils, region, trigger structure, loss calculation type, sponsor and duration

 

Optimal risk return profile

The fund will screen and select these cat bonds which are expected to generate superior returns at acceptable risk levels given the present re-insurance and ILS market environment

 

Advanced risk analysis

Using internal models and professional risk modelling software the fund will analyse the impact that each peril has on the portfolio overall risk and yield. The risk analysis will also allow to assess the impact of stochastic and historical events on the portfolio

 

Portfolio construction

The portfolio will be built drawing both from the primary and secondary market. Each investment decision will be benchmarked against current prices and seasonality adjustments