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Plenum CAT Bond Fund Class R USD

Ranked 256 out of 360 in - US Dollar over 12 months
All calculations are in USD unless stated

Managed by

Dirk Schmelzer

Senior fund manager at Plenum Investments, Dirk Schmelzer manages the Plenum CAT Bond Fund based in Zurich using a long-only investment style. Originally from Kelkheim, Taunus in Switzerland, he is a CAIA and graduated from the Technical University Braunschweig with a Master's in Industrial Engineering and Management. Outside of work Dirk is a keen skier and enjoys music.

David Strasser

David Strasser is based in Zurich and works at Plenum Investments. He has been with the firm since 2010 managing the Plenum CAT bond fund, using a long only investment style. He graduated from the Swiss Federal Institute of Technology with a degree in Physics. Outside of work David enjoys skiing, tennis, chess, music and the theatre.


The investment objective of the Fund consists of achieving a money market return in the reference currency of the individual class. Through investments in a diversified portfolio of securities and book-entry securities, which are linked to an insured event (insurance linked securities, ILS). Furthermore, it aims to achieve a low correlation of the return to the bond and share markets, as well as a low value fluctuation compared to long-term bond investments. The fund invests in securities whose repayment and coupons depends from the occurrence of insured events. The investment focus is on natural disaster risks (storms, earthquakes) in developed industrial countries.

Showing fund performance globally. You can view performance in individual jurisdictions.


US Dollar over : 28/02/2017 - 28/02/2018
  • Rank 256/360 Total Return
  • Rank 170/360 Standard Deviation
  • Rank 185/360 Max Drawdown

Total Return

Quarterly Performance

to 01/01/2018 Annual Q1 Q2 Q3 Q4
2017 0.3% 0.6% 0.7% -1.1% 0.1%
2016 3.8% 0.5% 1.0% 1.9% 0.4%
2015 1.9% 0.2% 0.0% 1.4% 0.4%
2014 2.7% 0.9% -0.1% 1.2% 0.7%
2013 5.6% 1.7% 1.2% 1.6% 0.9%
2012 6.5% 0.8% 1.9% 2.6% 1.1%
2011 -3.1% -3.3% 0.2% 0.3% -0.4%
2010 1.0%

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Austria
  2. Germany
  3. Liechtenstein
  4. Luxembourg
  5. Switzerland

Fund Info

  • Launch date06/09/2010
  • Share Class size12Mn
  • Base currencyUSD
  • ISIN LI0115208568

Purchase Info

  • Min. initial investment1
  • Min. regular additional investment0


Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).