SP Annual Performance Review 2021

Analysis and Annualised Performance 2020

Lowes ‘Preferred’ Plans are illustrated in brackets

By Product Type

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

173 [41] 133 [31] 24 [10]

4 [0]

58 [14]

Number Generated Positive Returns Number Returned Capital Only

2 2 0

28 [7] 30 [7]

Number Lost Capital

16 [0]

0 [0]

Average Duration / Term (Years)

4.53 [5.02]

6.00

5.46 [6.01]

Average Annualised Returns

All Products

4.22% [5.35%] 9.22% [10.49%] -4.01% [0.00%]

1.81% 4.51% 0.00%

1.53% [1.79%] 3.98% [4.34%] 0.00% [0.00%]

Upper Quartile Lower Quartile

FTSE 100 Index only

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

86 [27] 77 [20]

1 (0)

31 [13]

Number Generated Positive Returns Number Returned Capital Only

0 1 0

17 [6] 14 [7]

9 [7] 0 [0]

Number Lost Capital

0 [0]

Average Duration / Term (Years)

4.24 [4.75]

6.00

5.33 [6.01]

Average Annualised Returns

All Products

5.68% [4.61%] 8.48% [7.98%] 2.43% [0.00%]

0.00%

1.88% [1.88%] 4.17% [4.40%] 0.00% [0.00%]

Upper Quartile Lower Quartile

- -

Non- FTSE 100 Index only

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

87 [14] 56 [11]

3 (0)

27 [1] 11 [1] 16 [0]

Number Generated Positive Returns Number Returned Capital Only

2 1 0

15 [3] 16 [0]

Number Lost Capital

0 [0]

Average Duration / Term (Years)

4.82 [5.54]

6.00

5.6 [6.01]

Average Annualised Returns

All Products

2.78% [6.78%] 9.85% [13.29%] -8.29% [0.86%]

2.41%

1.14% [0.62%]

Upper Quartile Lower Quartile

- -

3.58% 0.00%

7