In general, presenting structured product performance in a meaningful way is not as easy as might be first anticipated.
The simplest place to start is analysing matured products and this is the indicator of product performance most used by distributors, advisers and commentators in the industry. In most active markets structured products are issued continuously and therefore there is usually a corresponding steady stream of maturities which allows performance to be calculated for a set of products. The autocall product type tends to dominate the global structured products market - Tim Mortimer, FVC We can an