StructuredProductReview.com Annual Performance Review 2021

StructuredProductReview. com

Analysis and Annualised Performance by Product Shape - Growth 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

40 28

44 21 23

24 24

30 30

70 70

82 77

49 46

51 51

92 76 16

124

133 102

89 70 19

Number of products producing positive returns Number of products returning capital only

98 26

11

0 0

0 0

0 0

1

2

0 0

31

1

0

Number of products which lost capital Average duration / term (years)

4

1

0

0

0

0

5.92

5.35

5.63

5.71

5.13

5.07

5.36

5.34

5.89

5.55

5.27

5.49

Average annualised return All products

3.98% 9.82% -2.41%

1.38% 3.85% 0.00%

6.60% 8.05% 8.90% 6.46% 6.96% 8.51% 10.95% 11.94% 10.61% 10.70% 4.79% 5.50% 5.66% 1.32% 2.80%

3.15% 3.68% 3.22% 3.22% 3.12% 5.09% 5.81% 6.35% 6.27% 5.82% 1.27% 0.73% 0.08% 0.00% 0.32%

Upper quartile Lower quartile

FTSE 100 Index Only Number of product maturities

23 14

23

20 20

29 29

66 66

74 73

42 40

33 33

52 52

56 56

86 82

50 46

8

Number of products producing positive returns Number of products returning capital only

9 0

15

0 0

0 0

0 0

1

2 0

0 0

0 0

0 0

4 0

4 0

0

Number of products which lost capital Average duration / term (years)

0

5.90

5.22

5.55

5.70

5.08

5.03

5.28

5.31

5.91

5.60

5.25

5.47

Average annualised return All products

3.27% 7.39% 0.00%

0.99% 3.53% 0.00%

6.59% 8.05% 9.16% 7.06% 7.39% 8.67% 11.19% 12.02% 10.74% 10.64% 4.68% 5.33% 6.25% 2.89% 4.13%

3.59% 4.71% 4.41% 3.91% 3.88% 5.33% 5.93% 6.13% 5.95% 5.47% 1.83% 3.49% 2.45% 1.32% 1.97%

Upper quartile Lower quartile

Non-FTSE 100 Index Only Number of product maturities

17 14

21 13

4 4 0 0

1 1

4 4 0 0

8 4 0 4

7 5 0

18 18

40 24

68 42 26

47 20 27

39 23 15

Number of products producing positive returns Number of products returning capital only

2

8 0

0 0

0 0

16

1

Number of products which lost capital Average duration / term (years)

1

0

0

0

0

5.95

5.48

6.00

6.00

5.88

5.51

5.85

5.39

5.87

5.52

5.30

5.52

Average annualised return All products

4.94% 11.10% -5.17%

1.81% 3.94% 0.00%

6.68% 7.94% 4.71% 0.91% 4.26%

2.35% 2.35% 2.24% 1.97% 2.16% 4.39% 5.14% 6.21% 6.76% 5.71% 0.70% 0.00% 0.00% 0.00% 0.06%

Upper quartile Lower quartile

7.55% - 5.34% -

8.14% 2.96% 8.09% 2.64% -1.02% -1.89%

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