5 Year Review Structured Product Review 2024

StructuredProductReview. com

Analysis and Annualised Performance by Product Shape - Income Products (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

28 27

11 11

15 10

23 15

18 17

19 16

1 1

0

2 0 2 0

0

9

2 0 2 0

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

- - - -

- - - -

1

0

0 0

0 5

0 8

0

0 3

0 0

8 0

Number of products which lost capital

1

1

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

4.11

2.50

4.92

5.85

4.61

4.57

5.00

6.01

6.00

5.92

5.93% 8.36% 2.69%

7.82% 8.93% 6.84%

2.40% 6.19% -2.88%

2.67% 7.09% -5.67%

5.98% 8.02% 2.63%

4.81% 7.71% 0.26%

2.47%

0.00%

0.00%

0.00%

0.75% 3.37% 0.00%

0.77% 2.53% 0.00%

Upper quartile Lower quartile

- -

- -

- -

- -

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

Non-FTSE Only Deposit Income Plans 2019-23

30

7

10 9 8 7 6

7

6

6

25

5

5

20

4

4

15

5 4 3 2 1 0

3

3

10

No. of Plans

No. of Plans

2

2

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

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

5

Average Term (Years)

Average Term (Years)

1

1

0

0

0

2023

2022

2021

2020

2019

Average

2023

2022

2021

2020

2019

Average

10% 8% 6% 4% 2% 0%

6%

4%

2%

All Products Upper Quartile

All Products Upper Quartile

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

0% Average Annualised Returns

Lower Quartile

Lower Quartile

2023

2022

2021

2020

2019

Average

2023

2022

2021

2020

2019

Average

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