Product performance

Product performance

gymnast-80615007

Taking the most common structures in the US public market, this month's analysis compares the virtues of a principal-protected note, a leveraged return product and a reverse convertible. Each product is valued weekly and has a strike date of March 18, 2012. The analysis covers the first six months of the products' life using real market data and assessing the effect of changes in the net asset value.

Figure 1 tracks a five-year principal-protected note linked to the performance of W&T Offshore

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

Regulation

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: