5 Year Review Structured Product Review 2024
StructuredProductReview. com
Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products (All Products) 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
All products Number of product maturities
420 410
433 433
395 386
87 67
158 152
299 290
34
22 22
5 4
10
19 15
18 15
Number of products producing positive returns Number of products returning capital only
31
1
5 5
0 0
8
13
3 3
6 3
3 0
0 0
1
9 0
4 0
3 0
Number of products which lost capital
1
7
0
Average duration / term (years) Average annualised return All products
2.49
2.73
2.90
3.18
2.35
2.69
4.15
3.87
3.60
5.71
3.63
4.11
7.41%
7.22% 9.40% 5.56%
7.07% 9.69% 4.88%
4.47% 9.84% -5.17%
7.16% 9.90% 4.00%
7.07% 9.85% 4.22%
3.69% 5.13% 1.68%
4.17% 5.59% 3.04%
3.99% 5.67% 0.00%
0.29% 0.97% 0.00%
2.94% 4.12% 0.54%
3.29% 4.60% 1.49%
Upper quartile Lower quartile
10.45% 4.23%
Capital at Risk Autocall Plans 2019-23
Deposit Autocall Plans 2019-23
500 450 400 350 300 250 150 100 50 0
3.5
40 35 30 25 20 15 10 5 0
6
3
5
2.5
4
2
3
1.5
No. of Positive Returns No. Returning Capital Only No. Realising Loss Average Term (RHS)
2
No. of Plans
No. of Plans
1
No. of Positive Returns No. Returning Capital Only Average Term (RHS)
1
Average Term (Years)
Average Term (Years)
0.5
0
0
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
12% 10%
6%
8% 6% 4% 2% 0%
4%
2%
-2% -4% -6% -8% Average Annualised Returns
All Products Upper Quartile
All Products Upper Quartile
0% Average Annualised Returns
Lower Quartile
Lower Quartile
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
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