FVC Sample

FVC Sample output for Intellimation

Select a CUSIP:
Pre-strike report JSON:
{"figures":{"Backtested investor scorecard":{"parts":[{"test":"Backtested scorecard results for last 5 years","outcomes":{"Capital loss":{"Average Payoff (%)":86.850,"Probability (%)":39.32,"Average Duration (yrs)":1.3},"Positive return":{"Average Payoff (%)":109.901,"Probability (%)":7.55,"Average Duration (yrs)":1.3},"Maximum return":{"Average Payoff (%)":120.110,"Probability (%)":53.14,"Average Duration (yrs)":1.3}},"category":"outcomes"},{"test":"Backtested scorecard results for last 10 years","outcomes":{"Capital loss":{"Average Payoff (%)":90.396,"Probability (%)":37.78,"Average Duration (yrs)":1.3},"Positive return":{"Average Payoff (%)":109.229,"Probability (%)":12.36,"Average Duration (yrs)":1.3},"Maximum return":{"Average Payoff (%)":120.110,"Probability (%)":49.86,"Average Duration (yrs)":1.3}},"category":"outcomes"},{"test":"Backtested scorecard results for last 15 years","outcomes":{"Capital loss":{"Average Payoff (%)":90.983,"Probability (%)":28.29,"Average Duration (yrs)":1.3},"Positive return":{"Average Payoff (%)":109.048,"Probability (%)":10.24,"Average Duration (yrs)":1.3},"Maximum return":{"Average Payoff (%)":120.110,"Probability (%)":61.47,"Average Duration (yrs)":1.3}},"category":"outcomes"}]},"Backtested overall statistics":{"parts":[{"category":"statistics","statistics":{"Maximum payoff (%)":{"Last 10 years":120.11,"Last 5 years":120.11,"Last 15 years":120.11},"Average Payoff (%)":{"Last 10 years":107.54,"Last 5 years":106.26,"Last 15 years":110.74},"Annual average return (%)":{"Last 10 years":5.8,"Last 5 years":4.82,"Last 15 years":8.23},"Average Duration":{"Last 10 years":1.29,"Last 5 years":1.29,"Last 15 years":1.29},"Number of entries":{"Last 10 years":2517,"Last 5 years":1259,"Last 15 years":3779},"Minimum payoff (%)":{"Last 10 years":63.99,"Last 5 years":70.89,"Last 15 years":63.99},"Average AER (%)":{"Last 10 years":5.62,"Last 5 years":4.59,"Last 15 years":8.08}}}]},"Backtested investment performance tests":{"parts":[{"test":"Backtested product outcomes table (probabilities in %)","outcomes":{"Return less than capital":{"Last 10 years":37.78,"Last 5 years":39.32,"Last 15 years":28.29},"Return exactly capital":{"Last 10 years":0.00,"Last 5 years":0.00,"Last 15 years":0.00},"Return more than capital but less than deposit":{"Last 10 years":4.29,"Last 5 years":2.30,"Last 15 years":3.76},"Return more than deposit":{"Last 10 years":57.93,"Last 5 years":58.38,"Last 15 years":67.95}},"isNegativeOrZeroDepositRate":false,"depositRate":4.49,"category":"outcomes"}]},"Backtested capital performance tests":{"parts":[{"test":"Backtested probability (%) of outcome (market risk only)","outcomes":{"Return less than capital":{"Last 10 years":37.78,"Last 5 years":39.32,"Last 15 years":28.29},"Return exactly capital":{"Last 10 years":0.00,"Last 5 years":0.00,"Last 15 years":0.00},"Return more than capital":{"Last 10 years":62.22,"Last 5 years":60.68,"Last 15 years":71.71}},"category":"outcomes"},{"test":"Backtested average payoff (%) (market risk only)","outcomes":{"Return less than capital":{"Last 10 years":90.4,"Last 5 years":86.8,"Last 15 years":91.0},"Return exactly capital":{"Last 10 years":0.0,"Last 5 years":0.0,"Last 15 years":0.0},"Return more than capital":{"Last 10 years":117.9,"Last 5 years":118.8,"Last 15 years":118.5}},"category":"outcomes"}]},"Investor scorecard":{"parts":[{"test":"Investor scorecard (using base-case, market risk only)","outcomes":{"Capital loss":{"Average Payoff (%)":81.446,"Probability (%)":50.45,"Average Duration (yrs)":1.3},"Positive return":{"Average Payoff (%)":110.082,"Probability (%)":8.95,"Average Duration (yrs)":1.3},"Maximum return":{"Average Payoff (%)":120.110,"Probability (%)":40.60,"Average Duration (yrs)":1.3}},"category":"outcomes"}]},"Value-for-money (VFM) test":{"Benchmark rate":"12.25%","Deposit rate":"4.49%","Volatility of returns":"0%","parts":[{"test":"Simulated probabilities of beating VFM benchmark (market risk only)","outcomes":{"Greater than benchmark":{"Bear / More Volatile":30.87,"Neutral":42.20,"Bull / Less Volatile":57.11}},"category":"outcomes"},{"test":"Backtested probabilities of beating VFM benchmark","outcomes":{"Greater than benchmark":{"Last 10 years":52.05,"Last 5 years":54.65,"Last 15 years":63.22}},"category":"outcomes"}],"Benchmark cost":"0%"},"Product payoff shortfall and VaR":{"parts":[{"test":"Terminal shortfall and VaR style calculations - annualised and absolute % return values measured to 5% level. (Market risk only)","outcomes":{"VaR p.a.":{"Bear / More Volatile":36.81,"Neutral":29.40,"Average of all scenarios":31.17,"Bull / Less Volatile":21.17},"Shortfall p.a.":{"Bear / More Volatile":42.55,"Neutral":35.27,"Average of all scenarios":37.54,"Bull / Less Volatile":27.12},"VaR absolute":{"Bear / More Volatile":44.67,"Neutral":36.17,"Average of all scenarios":38.22,"Bull / Less Volatile":26.41},"Shortfall absolute":{"Bear / More Volatile":51.00,"Neutral":42.87,"Average of all scenarios":45.42,"Bull / Less Volatile":33.43}},"category":"outcomes"}]},"Upside and downside measures":{"parts":[{"test":"Average upside and downside - annualised and absolute % return values. (Market risk only)","outcomes":{"Upside p.a.":{"Bear / More Volatile":5.09,"Neutral":6.89,"Average of all Scenarios":7.04,"Bull / Less Volatile":9.16},"Downside p.a.":{"Bear / More Volatile":11.72,"Neutral":7.51,"Average of all Scenarios":7.76,"Bull / Less Volatile":4.04},"Upside absolute":{"Bear / More Volatile":6.69,"Neutral":9.07,"Average of all Scenarios":9.27,"Bull / Less Volatile":12.05},"Downside absolute":{"Bear / More Volatile":14.49,"Neutral":9.36,"Average of all Scenarios":9.64,"Bull / Less Volatile":5.06}},"category":"outcomes"}]},"Simulated overall statistics":{"parts":[{"category":"statistics","statistics":{"Maximum payoff (%)":{"Bear / More Volatile":120.11,"Neutral":120.11,"Bull / Less Volatile":120.11},"Average Payoff (%)":{"Bear / More Volatile":92.21,"Neutral":99.71,"Bull / Less Volatile":106.99},"Annual average return (%)":{"Bear / More Volatile":-6.1,"Neutral":-0.23,"Bull / Less Volatile":5.38},"Average Duration":{"Bear / More Volatile":1.29,"Neutral":1.29,"Bull / Less Volatile":1.29},"Minimum payoff (%)":{"Bear / More Volatile":27.77,"Neutral":34.11,"Bull / Less Volatile":41.87},"Average AER (%)":{"Bear / More Volatile":-6.63,"Neutral":-0.63,"Bull / Less Volatile":5.12}}}]},"Capital performance tests":{"parts":[{"test":"Probability (%) of outcome (market risk only)","outcomes":{"Return less than capital":{"Bear / More Volatile":62.73,"Neutral":50.45,"Bull / Less Volatile":35.16},"Return exactly capital":{"Bear / More Volatile":0.00,"Neutral":0.00,"Bull / Less Volatile":0.00},"Return more than capital":{"Bear / More Volatile":37.27,"Neutral":49.55,"Bull / Less Volatile":64.84}},"category":"outcomes"},{"test":"Average Payoff (%) (market risk only)","outcomes":{"Return less than capital":{"Bear / More Volatile":76.9,"Neutral":81.4,"Bull / Less Volatile":85.6},"Return exactly capital":{"Bear / More Volatile":0.0,"Neutral":0.0,"Bull / Less Volatile":0.0},"Return more than capital":{"Bear / More Volatile":118.0,"Neutral":118.3,"Bull / Less Volatile":118.6}},"category":"outcomes"}]},"Investment performance tests":{"parts":[{"test":"Structured product vs issuer deposit - market risk only (probabilities in %)","outcomes":{"Return less than capital":{"Bear / More Volatile":62.73,"Neutral":50.45,"Bull / Less Volatile":35.16},"Return exactly capital":{"Bear / More Volatile":0.00,"Neutral":0.00,"Bull / Less Volatile":0.00},"Return more than capital but less than deposit":{"Bear / More Volatile":2.26,"Neutral":2.43,"Bull / Less Volatile":2.84},"Return more than deposit":{"Bear / More Volatile":35.01,"Neutral":47.12,"Bull / Less Volatile":62.00}},"isNegativeOrZeroDepositRate":false,"depositRate":4.49,"id":"A","category":"outcomes"},{"test":"Structured product vs issuer deposit - market and credit risk (probabilities in %)","outcomes":{"Return at least capital and less than deposit":{"Bear / More Volatile":2.25,"Neutral":2.42,"Bull / Less Volatile":2.83},"Return less than capital and less than deposit":{"Bear / More Volatile":62.74,"Neutral":50.46,"Bull / Less Volatile":35.17},"Return less than capital and at least deposit":{"Bear / More Volatile":0.14,"Neutral":0.20,"Bull / Less Volatile":0.27},"Return at least capital and at least deposit":{"Bear / More Volatile":34.87,"Neutral":46.92,"Bull / Less Volatile":61.73}},"id":"B","category":"outcomes"},{"riskFreeRate":4.05,"test":"Structured product vs risk free investment - market and credit risk (probabilities in %)","outcomes":{"Return more than risk-free":{"Bear / More Volatile":35.04,"Neutral":47.09,"Bull / Less Volatile":61.94},"Return less than capital":{"Bear / More Volatile":62.88,"Neutral":50.66,"Bull / Less Volatile":35.45},"Return exactly capital":{"Bear / More Volatile":0.00,"Neutral":0.00,"Bull / Less Volatile":0.00},"Return more than capital but less than risk-free":{"Bear / More Volatile":2.07,"Neutral":2.25,"Bull / Less Volatile":2.62}},"id":"C","category":"outcomes","isNegativeOrZeroRiskFreeRate":false},{"test":"Structured product vs benchmark portfolio - market and credit risk (probabilities in %)","outcomes":{"Return at least capital and at least benchmark":{"Bear / More Volatile":22.60,"Neutral":28.03,"Bull / Less Volatile":33.89},"Return less than capital and less than benchmark":{"Bear / More Volatile":62.88,"Neutral":50.66,"Bull / Less Volatile":35.45},"Return at least capital and less than benchmark":{"Bear / More Volatile":14.51,"Neutral":21.31,"Bull / Less Volatile":30.66},"Return less than capital and at least benchmark":{"Bear / More Volatile":0.00,"Neutral":0.00,"Bull / Less Volatile":0.00}},"id":"D","category":"outcomes","info":"Proportion in reference underlying(s) for benchmark = 71%"}]}},"figureNames":{"11":"Upside and downside measures","12":"Value-for-money (VFM) test","13":"Product payoff shortfall and VaR","3":"Investment performance tests","4":"Backtested investment performance tests","5":"Investor scorecard","6":"Backtested investor scorecard","7":"Capital performance tests","8":"Backtested capital performance tests","9":"Simulated overall statistics","10":"Backtested overall statistics"}}
Valuations history

Date	Price
2025-08-07	107.2852
2025-08-06	107.4502
2025-08-05	107.4334
2025-08-04	107.1163
2025-08-01	105.9294
2025-07-31	106.6847
2025-07-30	107.1760
2025-07-29	107.4178
2025-07-28	107.6230
2025-07-25	107.6292
2025-07-24	107.4248
2025-07-23	107.9781
2025-07-22	107.3384
2025-07-21	106.9450
2025-07-18	107.0388
2025-07-17	107.2463
2025-07-16	106.7091
2025-07-15	106.1637
2025-07-14	107.0785
2025-07-11	106.5880
2025-07-10	107.0795
2025-07-09	106.8390
2025-07-08	106.3272
2025-07-07	106.0032
2025-07-04	106.6812