Structured Products Annual Performance Review 2022

Analysis and Annualised Performance 2022

By Product Type

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

459 444

69 65

70 39

13

Number Generated Positive Returns Number Returned Capital Only

11 2 0

9 6

4 0

31

Number Lost Capital

0

Average Duration / Term (Years)

3.19

3.85

4.69

5.08

Average Annualised Returns

All Products

6.82% 9.57% 4.23%

7.57% 11.30% 4.22%

2.13% 4.87% 0.00%

3.89% 5.53% 0.94%

Upper Quartile Lower Quartile

FTSE 100 Index only

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

273 272

62

55 35 20

13

Number Generated Positive Returns Number Returned Capital Only

61

11 2 0

1

1

Number Lost Capital

0

0

0

Average Duration / Term (Years)

2.88

3.78

4.48

5.08

Average Annualised Returns

All Products

7.01% 9.57% 5.02%

7.49% 9.98% 5.29%

2.58% 5.10% 0.00%

3.89% 5.53% 0.94%

Upper Quartile Lower Quartile

Non- FTSE 100 Index only

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

186 172

7 4 3 0

15

0

Number Generated Positive Returns Number Returned Capital Only

4

- - - - - - -

8 6

11 0

Number Lost Capital

Average Duration / Term (Years)

3.65

4.43

5.47

Average Annualised Returns

All Products

6.54% 9.48% 3.14%

8.31%

0.50% 1.88% 0.00%

Upper Quartile Lower Quartile

19.54% 0.00%

11