The NYSE® Expanded Opportunities™ Index is a dynamic, multi-asset index designed by the Solutions & Multi-Asset Group at Morgan Stanley Investment Management. It is constructed to simulate many of the portfolio management processes used to manage over $67 billion* in assets from a select group of clients including sovereign wealth, pension funds and ultra-high net worth investors.

The index allocates to 13 global asset classes in equities, fixed income, and commodities and other alternatives. Index holdings are generated daily using proprietary forecasting and optimization techniques.

The Index utilizes Intellectual Property (IP) under license from Morgan Stanley Investment Management.

For more information on the NYSE® Expanded Opportunities™ Index, please contact the ICE Data Indices team.

*AUM for Solutions & Multi-Asset Group as of September 30, 2018


Asset Class Breakdown & Index Weighting

As of June 30, 2019
Source: ICE Data Indices, LLC

Monthly & Yearly Total Returns


Year JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC  YTD
2005 -1.32% 1.57% -1.15% -0.41% 0.83% 1.59% 0.47% 0.71% 0.95% -2.22% 1.19% 2.41% 4.62%
2006 3.15% -1.12% 1.02% 1.44% -1.27% -0.14% 0.96% 0.90% 0.59% 0.99% 1.84% -1.99% 6.43%
2007 0.29% 1.50% -0.46% 1.02% -0.83% -0.71% 0.10% 0.29% 2.08% 2.03% 0.30% 0.14% 5.84%
2008 1.41% 3.38% -0.89% 0.02% -0.46% -1.38% -1.18% 0.14% -2.57% -1.39% 1.65% 2.63% 1.19%
2009 -1.38% -1.46% 2.46% -0.17% 1.08% 0.12% 2.05% 1.01% 1.66% -0.59% 2.46% -1.82% 5.42%
2010 -0.02% 1.19% 1.42% 2.47% -0.28% 0.66% 2.17% 1.22% 2.11% 1.49% -0.67% -0.19% 12.14%
2011 1.17% 1.65% -0.19% 1.94% -0.24% -0.67% 1.92% -0.38% -1.06% 1.20% 0.06% 1.45% 7.00%
2012 1.30% 0.21% -1.05% 1.35% 0.16% 0.66% 1.33% 0.12% 0.07% -0.97% 1.43% 0.38% 5.08%
2013 0.43% -0.57% 0.81% 2.22% -3.29% -1.94% 0.66% -0.82% 1.05% 1.67% -0.09% -0.52% -0.53%
2014 0.09% 1.50% -0.57% 1.07% 1.36% 0.42% -0.57% 1.49% -2.24% 2.32% 1.38% 0.38% 6.75%
2015 3.10% -1.06% 0.15% -0.08% 0.10% -1.05% 0.24% -1.40% 0.12% 0.61% -0.79% -0.53% -0.67%
2016 0.92% 0.56% 1.26% 0.48% -0.26% 4.16% 0.95% -1.22% -0.13% -1.37% -0.14% 0.41% 5.64%
2017 1.70% 1.80% -0.47% 1.17% 1.35% 0.02% 1.16% 1.55% -0.29% 1.00% 0.10% 1.35% 10.92%
2018 0.90% -2.93% -0.48% -0.07% 1.05% -0.21% -0.51% 1.38% -1.47% -2.87% 0.12% -1.69% -6.68%
2019 1.93% -0.43% 1.82% -0.49% 2.84%
As of March 31, 2019
Source: ICE Data Indices, LLC