StructuredProductReview.com Annual Performance Review 2021

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

8 8 0 0

61

53 53

87 87

56 56

61 59

21 13

11

6 6 0 0

12 12

12 10

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

60

10

0 8

0

0 0

0 0

0 0

0 2

8 0

1

0 0

2 0

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

1

0

5.87

6.01

4.92

4.14

4.38

5.11

4.81

6.00

6.00

5.85

5.34

5.85

Average annualised return All products

3.96% 6.81% -1.34%

4.06% 4.47% 3.56%

5.69% 6.11% 6.41% 5.96% 5.76% 7.37% 7.24% 7.65% 6.92% 7.26% 3.68% 5.13% 5.29% 5.21% 3.92%

2.90% 3.08% 5.53% 4.13% 3.62% 5.70% 4.91% 5.98% 5.25% 5.32% 0.00% 0.44% 5.17% 3.43% 1.82%

Upper quartile Lower quartile

FTSE 100 Index Only Number of product maturities

23 23

8 8 0 0

43 43

35 35

60 60

50 50

42 42

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)

5.90

6.01

5.05

3.87

5.01

5.27

4.99

6.00

6.00

5.85

5.34

5.81

Average annualised return All products

5.25% 5.84% 4.79%

4.06% 4.47% 3.56%

5.56% 5.98% 6.05% 5.87% 5.81% 6.73% 6.96% 6.94% 6.60% 6.70% 4.49% 5.00% 5.21% 5.24% 4.99%

4.51% 4.07% 5.53% 4.13% 4.39% 5.72% 5.13% 5.98% 5.25% 5.31% 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

0

18 17

18 18

27 27

6 6 0 0

18 17

9

3 2

0

0

2

- - - - - - -

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

1

- - - -

- - - - - - -

1

0 8

0

0 0

0 0

0 2

8 0

1

2 0

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

1

0

5.85

4.61

4.64

2.99

3.80

4.40

6.00

6.00

6.00

Average annualised return All products

2.67% 7.09% -5.67%

5.98% 6.37% 7.22% 6.66% 5.64% 8.02% 7.63% 8.17% 7.98% 7.75% 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% -

- -

8

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