Structured Products Annual Performance Review 2022

Analysis and Annualised Performance by Product Shape - Growth Products

By Product Type

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

21

17 16

53 25 28

9 7 2 0

Number Generated Positive Returns Number Returned Capital Only

20

1

1

Number Lost Capital

0

0

0

Average Duration / Term (Years)

6.01

6.01

4.61

6.01

Average Annualised Returns

All Products

7.56% 9.76% 3.70%

7.42% 9.89% 3.06%

1.75% 4.72% 0.00%

3.40% 5.12% 0.00%

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

18 17

16 15

41 21

9 7 2 0

Number Generated Positive Returns Number Returned Capital Only

1

1

20

Number Lost Capital

0

0

0

Average Duration / Term (Years)

6.01

6.01

4.40

6.01

Average Annualised Returns

All Products

7.23% 9.38% 3.70%

7.23% 9.52% 3.06%

2.08% 5.07% 0.00%

3.40% 5.12% 0.00%

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

3 3 0 0

1 1

12

0

Number Generated Positive Returns Number Returned Capital Only

4 8 0

- - - - - - -

0 0

Number Lost Capital

Average Duration / Term (Years)

6.01

6.01

5.34

Average Annualised Returns

All Products

9.55% 10.49%

10.49%

0.63% 2.18% 0.00%

Upper Quartile Lower Quartile

- -

8.91%

13