Structured notes are extremely unique investment vehicles with very limited trading history (data) for each index, note or certificate of deposit.
Our methodology is dependent on price history. Bad news first: new structured notes don't have price history. There is good news, however: Riskalyze has developed a way for you to incorporate structured notes into the analysis.
Best practices from advisors are to have the wholesaler for each product provide you with historical illustrations of each note. Use this to find the historical average annual return and historical standard deviation of the underlying index/note.
For each structured note, the question to think through is: what is the historical average return and the standard deviation?
Once you have that information you can enter the notes into Riskalyze as a custom investment. The video below walks you through the process.