Structured Products Annual Performance Review
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Analysis and Annualised Performance by Product Shape - Income Products
By Product Type
Capital at Risk
Deposits and Capital Protected
5 year average
5 year average
Structured Product Maturities
2020
2019
2018
2017
2016
2020
2019
2018
2017
2016
All products Number of product maturities
46 38
61 60
53 53
87 87
56 56
61 59
8 8 0 0
21 13
11 10
6 6 0 0
12 12
12 10
Number of products producing positive returns Number of products returning capital only
0 8
0 1
0 0
0 0
0 0
0 2
8 0
1 0
0 0
2 0
Number of products which lost capital
Average duration / term (years) Average annualised return All products
5.87
4.92
4.14
4.38
5.11
4.81
6.01
6.00
6.00
5.85
5.34
5.85
3.96% 5.69% 6.11% 6.41% 5.96% 5.76% 6.81% 7.37% 7.24% 7.65% 6.92% 7.26% -1.34% 3.68% 5.13% 5.29% 5.21% 3.92%
4.06% 2.90% 3.08% 5.53% 4.13% 3.62% 4.47% 5.70% 4.91% 5.98% 5.25% 5.32% 3.56% 0.00% 0.44% 5.17% 3.43% 1.82%
Upper quartile Lower quartile
FTSE 100 Index Only Number of product maturities
23 23
43 43
35 35
60 60
50 50
42 42
8 8 0 0
12 12
8 8 0 0
6 6 0 0
12 12
9 9 0 0
Number of products producing positive returns Number of products returning capital only
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Number of products which lost capital
Average duration / term (years) Average annualised return All products
5.90
5.05
3.87
5.01
5.27
4.99
6.01
6.00
6.00
5.85
5.34
5.81
5.25% 5.56% 5.98% 6.05% 5.87% 5.81% 5.84% 6.73% 6.96% 6.94% 6.60% 6.70% 4.79% 4.49% 5.00% 5.21% 5.24% 4.99%
4.06% 4.51% 4.07% 5.53% 4.13% 4.39% 4.47% 5.72% 5.13% 5.98% 5.25% 5.31% 3.56% 3.70% 2.96% 5.17% 3.43% 3.05%
Upper quartile Lower quartile
Non-FTSE 100 Index Only Number of product maturities
23 15
18 17
18 18
27 27
6 6 0 0
18 17
0
9 1 8 0
3 2 1 0
0
0
2 1 2 0
Number of products producing positive returns Number of products returning capital only
- - - - - - -
- - - - - - -
- - - - - - -
0 8
0 1
0 0
0 0
0 2
Number of products which lost capital
Average duration / term (years) Average annualised return All products
5.85
4.61
4.64
2.99
3.80
4.40
6.00
6.00
6.00
2.67% 5.98% 6.37% 7.22% 6.66% 5.64% 7.09% 8.02% 7.63% 8.17% 7.98% 7.75% -5.67% 2.63% 5.45% 6.11% 5.18% 2.29%
0.75% 0.44%
0.67% 2.53% 0.00%
Upper quartile Lower quartile
3.37% 0.00%
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