Five Year Performance Review 2023
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Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products (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
307 307
20 20
227 227
40 40
97 97
128 128
160 160
4 4 0 0
1 1
15 15
8 8 0 0
10 10
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)
2.54
3.91
2.47
2.33
2.15
2.15
2.40
3.00
3.00
3.00
3.00
3.38
Average annualised return All products
7.06% 9.28% 5.42%
4.05% 5.27% 2.93%
7.23% 7.31% 7.41% 7.71% 7.27% 9.70% 9.59% 9.48% 9.40% 9.46% 5.45% 5.71% 5.71% 6.32% 5.62%
4.99% 2.91% 3.72% 4.16% 4.02% 5.67% 2.91% 4.13% 4.42% 4.70% 4.31% 2.91% 2.97% 3.85% 3.15%
Upper quartile Lower quartile
FTSE Only Capital at Risk Autocall Plans 2018-22
FTSE Only Deposits and Capital Protected Autocall Plans 2018-22
350 300 250 150 100 50 0
2.6 2.55 2.5 2.45 2.4 2.35 2.3 2.25 2.2 2.15 2.1
25
6 5 4 3 2 1 0
20
15
10
No. of Plans
No. of Plans
5
No. of Positive Returns Average Term
No. of Positive Returns Average Term
Average Term (Years)
Average Term (Years)
0
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
*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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