Five Year Performance Review 2023

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Analysis and Annualised Performance 2018 - 2022 (Non-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

Non-FTSE Only Number of product maturities

137 137

11

186 172

87 56 15 16

83 76

78 76

114 103

15

30

31 19 12

47 26 21

27 13 13

5 6 0

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

4

13 17

0 0

8 6

3 4

2 0

6 5

11

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

0

0

0

0

0

3.14

4.73

3.65

4.82

3.24

2.85

3.54

5.47

5.64

5.65

5.8

5.60

Average annualised return All products

7.60% 9.35% 6.17%

1.30% 4.25% 0.00%

6.54% 2.78% 6.59% 7.82% 6.40% 9.48% 9.85% 10.04% 9.96% 9.65% 3.14% -8.29% 1.69% 5.52% 2.24%

0.50% 1.27% 1.58% 2.03% 1.66% 1.88% 3.70% 4.22% 4.94% 4.46% 0.00% 0.00% 0.00% 0.00% 0.00%

Upper quartile Lower quartile

All Non-FTSE Only Capital at Risk Plans 2018-22

All Non-FTSE Only Deposits and Capital Protected Plans 2018-22

200 180 160 140 120 100

6 5 4 3 2 1 0

50 45 40 35 30 25 20 15 10

7 6 5 4 3 2 1 0

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

80 60 40 20 0

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

No. of Plans

No. of Plans

Average Term (Years)

Average Term (Years)

5 0

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

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

6%

4%

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

2%

Lower Quartile All Products Upper Quartile

Lower Quartile All Products Upper Quartile

0%

Average Annualised Returns %

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

13

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