SP Annual Performance Review 2021

A nalysis and Annualised Performance by Product Shape - Growth Products

Lowes ‘Preferred’ Plans are illustrated in brackets

By Product Type

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

40 [26] 28 [18]

4 [0]

40 [8] 19 [1] 21 [7]

Number Generated Positive Returns Number Returned Capital Only

2 2 0

11 [8]

Number Lost Capital

1 [0]

0 [0]

Average Duration / Term (Years)

5.92 [6.01]

6.00

5.28 [6.01]

Average Annualised Returns

All Products

3.98% [4.34%] 9.82% [9.55%] -2.41% [0.00%]

1.81% 4.51% 0.00%

1.34% [0.08%] 3.79% [0.31%] 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

23 [16]

1 [0]

22 [7]

Number Generated Positive Returns Number Returned Capital Only

14 [9]

0 1 0

8 [0]

9 [7] 0 [0]

14 [7]

Number Lost Capital

0 [0]

Average Duration / Term (Years)

5.90 [6.01]

6.01

5.19 [6.01]

Average Annualised Returns

All Products

3.27% [2.92%] 7.39% [7.90%] 0.00% [0.00%]

0.00%

1.04% [0.00%] 3.53% [0.00%] 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

17 [10]

3 [0]

18 [1] 11 [1]

Number Generated Positive Returns Number Returned Capital Only

14 [9]

2 1 0

2 [1] 1 [0]

7 [0] 0 [0]

Number Lost Capital

Average Duration / Term (Years)

5.95 [6.01]

6.00

5.40 [6.01]

Average Annualised Returns

All Products

4.94% [6.61%] 11.1% [10.73%] -5.17% [2.41%]

2.41%

1.71% [0.62%]

Upper Quartile Lower Quartile

- -

3.77% 0.00%

8