NYSE Expanded Opportunities Index
Equities Indices

NYSE Expanded
Opportunities™ Index

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 $79 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 July 31, 2020

Asset Class Breakdown & Index Weighting

Data as of June 30,2021
Source: ICE Data Indices, LLC

Current Performance

Return1 DayMTDYTD1 Year3 Year*5 Year*Since Inception*
NYEO

*Annualized Return


DescriptionWeight
US Equities
International Equities
Corporate Bonds
US Treasuries
Commodities
Real Estate
Cash
Grand total

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% 1.74% 1.23% -0.14% 3.19% -0.82% 0.24% -1.04% 0.91% 8.36%
2020 0.77% 0.42% -3.01% 0.13% 0.11% 0.18% 1.53% 0.13% -0.57% -1.06% 2.62% 5.04% 3.55%
2021 1.08% 1.61% -0.43% 2.35% 0.67% 0.51% 5.91%
Source: ICE Data Indices, LLC

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