In this paper we examine the accuracy and precision of three indices of catch-per-unit-effort (CPUE). We carried out simulations, generating catch data according to six probability distributions (normal, Poisson, lognormal, gamma, delta and negative binomial), three variance structures (constant, proportional to effort and proportional to the squared effort) and their magnitudes (tail weight). The Jackknife approach of the index is recommended, whenever catch is proportional to effort or even under small deviations from proportionality assumption, when a ratio estimator is to be applied and little is known about the underlying behaviour of variables, as is the case for most fishery studies.