5 Year Review Structured Product Review 2024
StructuredProductReview. com
Analysis and Annualised Performance by Product Shape - Income Products (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
79 79
76 76
28 28
23 23
43 43
50 50
1 1
12 12
10 10
8 8 0 0
12 12
9 9 0 0
Number of products producing positive returns Number of products returning capital only
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Number of products which lost capital
Average duration / term (years) Average annualised return All products
4.10
3.64
4.21
5.90
5.05
4.30
6.00
6.00
5.40
6.01
6.00
5.86
5.01% 6.36% 3.71%
5.08% 6.39% 3.97%
5.07% 5.93% 4.39%
5.25% 5.84% 4.79%
5.56% 6.73% 4.49%
5.16% 6.34% 4.10%
3.44%
3.87% 4.40% 3.51%
3.65% 4.38% 2.84%
4.06% 4.47% 3.56%
4.51% 5.72% 3.70%
4.02% 4.67% 3.33%
Upper quartile Lower quartile
- -
FTSE Only Capital at Risk Income Plans 2019-23
FTSE Only Deposit Income Plans 2019-23
90 80 70 60 50 40 30 20 10 0
7
14
6
6
12
5
5
10
4
4
8
3
3
6
2
No. of Plans
No. of Plans
2
4
1
Average Term (Years)
Average Term (Years)
1
2
No. of Positive Returns Average Term (RHS)
No. of Positive Returns Average Term (RHS)
0
0
0
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
10%
6%
8%
4%
6%
2%
All Products Upper Quartile
All Products Upper Quartile
4%
2% Average Annualised Returns
0% Average Annualised Returns
Lower Quartile
Lower Quartile
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.
StructuredProductReview.com
26
Made with FlippingBook - professional solution for displaying marketing and sales documents online