Five Year Performance Review 2023

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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 2022 2021 2020 2019 2018 Average 2022 2021 2020 2019 2018 Average

Non-FTSE Only Number of product maturities

11 11

0

15 10

23 15

18 17

18 18

17 14

2 0 2 0

0

9

3 2

3

- - - -

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

- - - -

1

1

0 0

0 5

0 8

0

0 0

0 3

8 0

1

4 0

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

1

0

2.50

4.92

5.85

4.61

4.64

4.73

6.01

6.00

6.00

6.00

Average annualised return All products

7.82% 8.93% 6.84%

0.00%

2.40% 2.67% 5.98% 6.37% 4.77% 6.19% 7.09% 8.02% 7.63% 7.48% -2.88% -5.67% 2.63% 5.45% 0.55%

0.00% -

0.75% 0.44% 0.58%

- -

Upper quartile Lower quartile

- -

-

3.37% - 0.00% -

2.17% 0.00%

-

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

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

25

7 6 5 4 3 2 1 0

10

7 6 5 4 3 2 1 0

20

8

15

6

10

4

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

No. of Positive Returns No. Realising Loss Average Term

No. of Plans

No. of Plans

5

2

Average Term (Years)

Average Term (Years)

0

0

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

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

6%

4%

2%

Lower Quartile All Products Upper Quartile

Lower Quartile All Products Upper Quartile

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

0% Average Annualised Returns %

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

25

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