Lowes Annual Performance Review 2024

Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products

Analysis and Annualised Performance by Product Shape - Growth Products

By Product Type

By Product Type

Capital at Risk

Structured Deposits

Capital at Risk

Structured Deposits

Structured Product Maturities

Structured Product Maturities

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

Number of product maturities

420

76 72

34

16 16

Number of product maturities

37 35

22 22

28 23

0

Number of products producing positive returns 410

31

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

- - - - - - -

Number of products returning capital only Number of products which lost capital

5 5

1

3 0

0 0

2 0

0 0 6

5 0

3

Number of products which lost capital

Average duration / term (years)

2.49

3.15

4.15

4.01

Average duration / term (years)

5.81

4.15

Average Annualised Returns

Average Annualised Returns

All products

7.41%

6.66%

3.69% 5.13% 1.68%

4.61% 5.38% 3.93%

All products

5.89% 6.31%

2.33% 3.95% 0.13%

Upper quartile Lower quartile

10.45% 9.75% 4.23% 2.42%

Upper quartile Lower quartile

8.34%

8.19%

2.46% 3.36%

FTSE 100 and FTSE CSDI Indices Only*

FTSE 100 and FTSE CSDI Indices Only*

Capital at Risk

Structured Deposits

Capital at Risk

Structured Deposits

Structured Product Maturities

Structured Product Maturities

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

Number of product maturities

300

73 72

31

16 16

Number of product maturities

35 33

22 22

20 20

0

Number of products producing positive returns 295

29

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

- - - - - - -

Number of products returning capital only Number of products which lost capital

5 0

1

2 0

0 0

2 0

0 0 6

0 0

0

Number of products which lost capital

Average duration / term (years)

2.46

3.03

3.97

4.01

Average duration / term (years)

5.92

3.8

Average Annualised Returns

Average Annualised Returns

All products

7.17%

7.63%

3.72% 5.10% 1.89%

4.61% 5.38% 3.93%

All products

5.67% 7.89% 2.17%

6.31% 8.19% 3.36%

3.14% 4.05% 1.93%

Upper quartile Lower quartile

9.47% 9.82%

Upper quartile Lower quartile

5.04%

6.15%

Non-FTSE 100 / CSDI Indices Only

Non-FTSE 100 / CSDI Indices Only

Capital at Risk

Structured Deposits

Capital at Risk

Structured Deposits

Structured Product Maturities

Structured Product Maturities

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

All products

Lowes ‘Preferred’ products

Number of product maturities

120 115

3 0 0 3 6

3 2

0

Number of product maturities

2 2 0 0 4

0

8 3 5 0 5

0

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

- - - - - - -

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

- - - - - - -

- - - - - - -

0 5

1

Number of products which lost capital

0 6

Number of products which lost capital

Average duration / term (years)

2.54

Average duration / term (years)

Average Annualised Returns

Average Annualised Returns

All products

8.03% -17.04% 3.37%

All products

9.79%

0.30% 1.05% 0.00%

Upper quartile Lower quartile

12.16% 2.53%

- -

- -

Upper quartile Lower quartile

- -

*The FTSE CSDI measures the performance of the same 100 shares in the same weightings as the FTSE 100 but accounts for dividends differently. The two are over 99% correlated – we have therefore grouped the two underlyings together for the purpose of the review.

*The FTSE CSDI measures the performance of the same 100 shares in the same weightings as the FTSE 100 but accounts for dividends differently. The two are over 99% correlated – we have therefore grouped the two underlyings together for the purpose of the review.

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