5 Year Review Structured Product Review 2024
StructuredProductReview. com
Analysis and Annualised Performance 2019 - 2023 (FTSE* Only)
By Product Type
Capital at Risk
Deposits and Capital Protected
Structured Product Maturities
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
FTSE Only Number of product maturities
415 408
417 417
273 272
86 77
160 160
270 267
52 50
69 65
55 35 20
32 17 15
60 60
54 45
Number of products producing positive returns Number of products returning capital only
7 0
0 0
1
9 0
0 0
3 0
2 0
4 0
0 0
8 0
Number of products which lost capital
0
0
0
Average duration / term (years) Average annualised return All products
3.08
3.01
2.88
4.24
3.36
3.12
3.95
4.61
4.48
5.35
4.87
4.96
6.63% 9.13% 4.23%
6.66% 8.96% 4.78%
7.01% 9.57% 5.02%
5.68% 8.48% 2.43%
6.81% 8.99% 5.03%
6.68% 9.11% 4.54%
3.49% 4.81% 1.85%
3.75% 4.92% 2.39%
2.58% 5.10% 0.00%
1.82% 4.17% 0.00%
3.81% 5.19% 2.30%
3.51% 5.13% 1.89%
Upper quartile Lower quartile
All FTSE Only Capital at Risk Plans 2019-23
All FTSE Only Deposit Plans 2019-23
450 400 350 300 250 200 150 100 50 0
4.5 4 3.5 3 2.5 2 1.5 1 0.5 0
80 70 60 50 40 30 20 10 0
6
5
4
3
2
No. of Plans
No. of Plans
No. of Positive Returns No. Returning Capital Only Average Term (RHS)
No. of Positive Returns No. Returning Capital Only Average Term (RHS)
1
Average Term (Years)
Average Term (Years)
0
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
10%
6%
8%
4%
6%
4%
2%
All Products Upper Quartile
All Products Upper Quartile
2%
0% Average Annualised Returns
Average Annualised Returns
Lower Quartile
Lower Quartile
0%
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
*FTSE 100 or FTSE CSDI which measures the performance of the same 100 shares in the same weightings as the FTSE 100 but accounts for dividends differently. The two are over 99% correlated, so we have therefore grouped the two underlyings for the purpose of this review and refer to them collectively as FTSE.
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