Five Year Performance Review 2023

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Analysis and Annualised Performance 2018 - 2022 (FTSE Only)*

By Product Type

Capital at Risk

Deposits and Capital Protected

Structured Product Maturities

2022 2021

2020 2019 2018 Average

2022 2021

2020 2019 2018 Average

FTSE Only Number of product maturities

417 417

69 65

273 272

86 77

160 160

192 192

226 224

55 35 20

32 17 15

60 60

68 68

57 49

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

0 0

4 0

1

9 0

0 0

0 0 3

2 0

0 0

0 0

8 0

Number of products which lost capital Average duration / term (years)

0

0

0

3.01

4.61

2.88

4.24

3.36

3.12

4.48

5.35

4.87

5.58

4.96

Average annualised return All products

6.66% 8.96% 4.78%

3.75% 4.92% 2.39%

7.01% 5.68% 6.81% 7.45% 6.83% 9.57% 8.48% 8.99% 9.52% 9.17% 5.02% 2.43% 5.03% 5.70% 4.85%

2.58% 1.82% 3.81% 4.57% 3.51% 5.10% 4.17% 5.19% 5.77% 5.13% 0.00% 0.00% 2.30% 3.42% 1.89%

Upper quartile Lower quartile

All FTSE Only Capital at Risk Plans 2018-22

All FTSE Only Deposits and Capital Protected Plans 2018-22

450 400 350 300 250 150 100 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 1 0

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

No. of Positive Returns No. Returning Capital Only Average Term

No. of Plans

No. of Plans

Average Term (Years)

Average Term (Years)

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

10%

6%

8%

4%

6%

4%

2%

Lower Quartile All Products Upper Quartile

Lower Quartile All Products Upper Quartile

2%

0% Average Annualised Returns %

0%

Average Annualised Returns %

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

*The FTSE CSDI measures the performance of the same 100 shares in the same weightings as the FTSE 100 and the two are over 99% correlated - we have therefore grouped the two underlyings for the purpose of this review and refer to them collectively as FTSE.

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