Structured Products Annual Performance Review

StructuredProductReview. com

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%

- -

Sponsored by:

10

StructuredProductReview.com

Made with FlippingBook Learn more on our blog