Mercury Capital generates non-correlated, attractive risk-adjusted returns through insurance linked investments

Mercury Capital, a specialist in Industry Loss Warranties, launched the Mercury iCRIX Tracker Fund in December 2012. The fund tracks the performance of the Mercury investible Catastrophe Risk Index (MiCRIX), offering investors the opportunity to access the low correlation, high  yield returns of a portfolio of natural catastrophe event risk without the idiosyncratic exposure of individual risk selection.

Attachment Point

For linear payout transactions, the loss in excess of the attachment point will be subject to payout.