The secondary market for traded US life insurance policies developed since the late 80’s of the last century. In the meantime the market has reached a respectable size and matured significantly. However there lacked so far a reliable benchmark which reflects the performance of the broad market. This loophole is closed with the launch of the AAP Life Settlement Index. The index is suitable as benchmark for investments in the area of traded US life insurance policies and allows investors to run performance comparisons and analyses of the strategic asset allocation.

Index calculation

The AAP Life Settlement Index is calculated monthly using the NAVs of the index components. The index components are equally weighted as per each calculation date. The index is calculated in USD and starts with a value of 100 as per end of December 2006.

Rights and licences

All rights of AAP Life Settlement Index are in the sole possession of, and are reserved for, AA-Partners Ltd, Zurich. Licences for using the index are issued only by AA-Partners Ltd.