5 Year Review Structured Product Review 2024

StructuredProductReview. com

Analysis and Annualised Performance 2019 - 2023 (Non-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

Non-FTSE Only Number of product maturities

150 144

137 137

186 172

87 56 15 16

83 76

129 117

12

11

15

30

31 19 12

20

Number of products producing positive returns Number of products returning capital only

6 6 0

5 6 0

4

13 17

9

0 6

0 0

8 6

3 4

5 6

11

10

Number of products which lost capital

0

0

0

0

Average duration / term (years) Average annualised return All products

2.86

3.14

3.65

4.82

3.24

3.54

5.25

4.73

5.47

5.64

5.65

5.47

7.66% 11.80% 2.46%

7.60% 9.35% 6.17%

6.54% 9.48% 3.14%

2.78% 9.85% -8.29%

6.59% 10.04%

6.40% 9.65% 2.24%

1.25% 4.20% 0.00%

1.30% 4.25% 0.00%

0.50% 1.88% 0.00%

1.27% 3.70% 0.00%

1.58% 4.22% 0.00%

1.42% 4.22% 0.00%

Upper quartile Lower quartile

1.69%

All Non-FTSE Only Capital at Risk Plans 2019-23

All Non-FTSE Only Deposit Plans 2019-23

200 180 160 140 120 100

6

35

6

30

5

5

25

4

4

20

3

3

15

No. of Positive Returns No. Returning Capital Only No. Realising Loss Average Term (RHS)

80 60 40 20 0

2

2

No. of Plans

10 No. of Plans

No. of Positive Returns No. Returning Capital Only Average Term (RHS)

1

1

Average Term (Years)

Average Term (Years)

5

0

0

0

2023

2022

2021

2020

2019

Average

2023

2022

2021

2020

2019

Average

12% 10%

4%

8% 6% 4% 2% 0%

2%

-2% -4% -6% -8% -10% Average Annualised Returns

All Products Upper Quartile

Lower Quartile All Products Upper Quartile

Average Annualised Returns

Lower Quartile

0%

2023

2022

2021

2020

2019

Average

2023

2022

2021

2020

2019

Average

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