| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003 | 0.70% | 0.70% | |||||||||||
| 2004 | -0.19% | 0.57% | 2.84% | -5.49% | 0.57% | 0.37% | 0.51% | 1.43% | -1.02% | 1.23% | 2.15% | 0.05% | 2.80% |
| 2005 | -2.62% | 1.71% | -2.54% | 1.32% | 2.15% | 1.11% | -0.66% | 0.23% | -0.25% | -2.93% | 3.43% | 1.75% | 2.49% |
| 2006 | 3.49% | -1.41% | 0.89% | 3.70% | -0.91% | -1.42% | 0.80% | 0.29% | -1.00% | -0.39% | -1.44% | -0.11% | 2.35% |
| 2007 | -1.98% | -1.10% | -1.03% | 2.69% | -1.77% | -2.64% | 1.02% | 1.63% | 4.14% | 4.32% | 0.23% | 1.53% | 6.95% |
| 2008 | 3.65% | 2.14% | -1.50% | -2.69% | 0.48% | 0.48% | -0.49% | -2.86% | -0.75% | 0.75% | 4.36% | -1.02% | 2.27% |
| 2009 | 0.48% | -2.15% | 1.59% | -0.38% | 3.24% | -1.76% | 3.01% | 1.19% | 3.87% | 0.92% | 5.48% | -2.46% | 13.46% |
| 2010 | -0.22% | 1.69% | 1.70% | 2.56% | 2.58% | -0.11% | -1.04% | 0.01% | 6.36% | 2.90% | 0.70% | 2.30% | 21.00% |
| 2011 | -0.80% | 3.36% | 0.84% | 5.99% | -0.26% | -2.58% | 2.39% | -0.77% | -3.45% | 2.45% | 0.61% | -1.26% | 6.31% |
| 2012 | 3.54% | 1.76% | 2.86% | 0.72% | 1.26% | 0.14% | 2.14% | 0.39% | 0.19% | -2.20% | 0.03% | -0.56% | 10.62% |
| 2013 | 1.89% | -1.30% | 2.92% | -0.83% | 1.74% | -2.28% | 1.33% | -1.01% | 0.52% | 2.16% | 1.99% | -0.48% | 6.68% |
| 2014 | 0.28% | 1.39% | -4.41% | 0.55% | 1.78% | 5.91% | -3.30% | 3.23% | 1.21% | 3.31% | 2.90% | 1.79% | 15.14% |
| 2015 | 5.41% | 1.60% | 2.04% | -3.21% | 1.05% | -2.62% | 1.29% | -4.96% | 0.49% | -0.21% | 0.26% | -2.17% | -1.46% |
| 2016 | 0.56% | 2.02% | 1.57% | 1.62% | -2.54% | 4.66% | 2.23% | -2.70% | 1.00% | -3.31% | 0.68% | 1.43% | 7.16% |
| 2017 | -0.10% | 6.05% | -1.32% | 0.21% | -0.37% | -1.39% | 2.19% | 3.61% | -1.67% | 0.91% | 1.26% | 2.41% | 12.12% |
| 2018 | 4.03% | -2.84% | 0.37% | -1.83% | -0.37% | -0.54% | 1.23% | 3.16% | -1.37% | -1.65% | 2.62% | -2.38% | 0.15% |
| 2019 | 2.12% | 1.67% | 0.71% | 0.50% | 1.25% | 6.84% | 0.19% | 3.61% | -1.59% | 2.39% | -0.55% | 3.14% | 21.97% |
| 2020 | 4.09% | -3.46% | 1.05% | 1.23% | 1.68% | 1.96% | 5.61% | 1.88% | -2.04% | -2.26% | 0.85% | 3.22% | 14.28% |
| 2021 | -1.43% | -2.41% | 1.21% | 2.55% | -0.26% | -1.37% | 2.03% | 1.72% | -4.87% | 3.96% | 1.55% | 1.27% | 3.68% |
| 2022 | -2.08% | -0.74% | 1.73% | -4.33% | -1.67% | -2.36% | 3.54% | -0.77% | -2.73% | 2.67% | 0.57% | -4.08% | -10.10% |
| 2023 | 3.33% | -2.81% | 3.27% | 0.78% | -0.93% | 2.89% | 2.60% | -0.95% | -3.59% | -1.24% | 4.10% | 2.13% | 9.59% |
| 2024 | -0.55% | 2.71% | 4.13% | -1.16% | 1.72% | 0.81% | 1.68% | 0.34% | 3.08% | -0.91% | 0.17% | -2.03% | 10.24% |
| 2025 | 2.59% | -1.21% | 1.13% | -4.73% | -0.14% | 1.17% | 0.45% | 2.40% | 6.00% | 1.36% | 1.94% | 0.64% | 11.84% |
| 2026 | 2.87% | 1.00% | -4.22% | 0.95% | 0.48% | 0.94% |
Index components
U.S. Equities
U.S. Treasury Futures
Short EUR/USD Futures
Gold Futures
Index features
Access diversified assets
The Index has the ability to access U.S. Treasury Futures, U.S. Equities, and a short position in EUR/USD Futures, as well as Gold Futures (together the “Index components”).
Volatility target
The Index targets 8% annualized volatility by dynamically adjusting its allocation to the component indices based on market volatility measures, including Salt Financial’s truVol® intraday variance.
Transaction costs
The Index is calculated with daily transaction and holding cost deductions for each of the component indices. In addition, the equity index component is calculated on an excess return basis. These costs will act as a drag on the Index and will cause the Index to underperform equivalent indices that do not embed such costs.
Correlation matrix
| NYSE Market Pillars Index | NYSE U.S. 500 Index (TR) | ICE U.S. 10 Year Treasury Futures Index | ICE EUR FX Futures Inverse Excess Return Index | ICE Gold Futures 5 Day Roll Excess Return Index | |
|---|---|---|---|---|---|
| NYSE Market Pillars Index | 1.00 | 0.42 | 0.19 | (0.06) | 0.45 |
| NYSE U.S. 500 Index (TR) | 0.42 | 1.00 | (0.24) | (0.17) | 0.04 |
| ICE U.S. 10 Year Treasury Futures Index | 0.19 | (0.24) | 1.00 | (0.13) | 0.18 |
| ICE EUR FX Futures Inverse Excess Return Index | (0.06) | (0.17) | (0.13) | 1.00 | (0.36) |
| ICE Gold Futures 5 Day Roll Excess Return Index | 0.45 | 0.04 | 0.18 | (0.36) | 1.00 |
* As of June 30, 2026
Performance
The key statistics and performance data prior to the live date of the Index, June 8, 2026, are derived from hypothetical performance data provided as an illustration of how the Index would have performed during the relevant period had the Index been calculated using the current Index methodology. Such hypothetical data has inherent limitations, as the backtested data is produced by the retroactive application of a methodology. Hypothetical performance data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance. This data does not reflect actual performance, nor was a contemporaneous investment model run of the Index. No future performance of the Index can be predicted based on the backtested performance described herein or on historical data. All data presented for the NYSE Market Pillars Index prior to its live date is based on hypothetical historical performance.
Historical performance
The graph above shows hypothetical Index performance prior to the live date of the Index, June 8, 2026, and actual Index data thereafter. The hypothetical performance data is provided as an illustration of how the Index would have performed during the relevant period had the Index been calculated using the current Index methodology. Such hypothetical data has inherent limitations, as the backtested data is produced by the retroactive application of a methodology. Hypothetical performance data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance. This data does not reflect actual performance, nor was a contemporaneous investment model run of the Index. No future performance of the Index can be predicted based on the backtested performance described herein or on historical data. All data presented for the NYSE Market Pillars Index prior to its live date of June 8, 2026 is based on hypothetical historical performance.
NYPILLAR Index % exposure and weights
| Effective_Wt_EQ | Effective_Wt_10Y | Effective_Wt_USD | Effective_Wt_GLD | |
|---|---|---|---|---|
| % of time Included | 100.00% | 84.99% | 40.02% | 64.29% |
| Average | 41.52% | 45.43% | 22.05% | 23.77% |
| Min | 1.75% | 0.00% | 0.00% | 0.00% |
| Median | 36.96% | 44.23% | 0.00% | 26.78% |
| Max | 133.64% | 138.02% | 89.08% | 80.54% |
The data in the table above prior to the live date of the Index is derived from hypothetical performance data provided as an illustration of how the Index would have performed during the relevant period had the Index been calculated using the current Index methodology. Such hypothetical data has inherent limitations, as the backtested data is produced by the retroactive application of a methodology. Hypothetical performance data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance. This data does not reflect actual performance, nor was a contemporaneous investment model run of the Index. No future performance of the Index can be predicted based on the backtested performance described herein or on historical data. All data presented for the NYSE Market Pillars Index prior to its live date of June 8, 2026 is based on hypothetical historical performance.
Monthly returns
View table
Disclaimer
The content contained herein (the “Content”) is for informational purposes only and is not to be published, stored, reproduced, copied, altered, reverse engineered, disclosed or used without the express written consent of Intercontinental Exchange, Inc. (“ICE”). The Content is subject to change without notice and does not constitute any form of warranty, representation, or undertaking. Nothing herein should in any way be deemed to alter the legal rights and obligations contained in agreements between ICE, ICE Data Indices, LLC (“IDI”) and/or any of their affiliates and their respective clients relating to any of the products or services described herein. ICE, IDI and their affiliates and their third-party data providers and licensors (collectively “ICE Indices Parties”) do not guarantee that the Content is accurate, complete, timely or error free and it should not be relied upon as such. In no event shall the ICE Indices Parties have any liability (whether in negligence or otherwise) to any person in connection with such person's unauthorized use of any Index or Content. THE CONTENT IS PROVIDED ON AN “AS IS” BASIS. ICE INDICES PARTIES DISCLAIM ANY AND ALL EXPRESS OR IMPLIED WARRANTIES AND CONDITIONS, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR ANY OTHER MATTER. In no event shall the ICE Indices Parties be liable to any party for any direct, indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including, without limitation, lost income or lost profits and opportunity costs) in connection with any use of the Content even if advised of the possibility of such damages. Trademarks of ICE and/or its affiliates include Intercontinental Exchange, ICE, ICE block design, NYSE, ICE Data Services and New York Stock Exchange. Information regarding additional trademarks and intellectual property rights of Intercontinental Exchange, Inc. and/or its affiliates is located at www.ice.com/privacy-security-center/terms-of-use. Other products, services, or company names mentioned herein are the property of, and may be the service mark or trademark of, their respective owners. Each index provides a general investment strategy, does not take into account any of the specific needs or financial circumstances of any person, entity or group of persons and should not be considered investment advice, nor a recommendation to buy or sell securities.
Please see https://indices.ice.com/html/ICEDisclaimer.htm for additional disclaimers and limitations.
For additional information regarding the indices, including the methodologies, please see indices.ice.com.
truVol® is a service mark of Salt Financial LLC, and has been licensed for use by IDI. The NYSE® Market Pillars Index is not sponsored, endorsed, sold or promoted by Salt Financial LLC. Nor does Salt Financial LLC make any representation regarding the advisability of investing in any product linked to the NYSE® Market Pillars Index. Salt Financial LLC determined and designed the methodology for the NYSE® Market Pillars Index and the truVol® intraday variance, and is the owner of the intellectual property therein (“Salt IP”), which is licensed to IDI for use in calculating the NYSE® Market Pillars Index. SALT FINANCIAL LLC DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE SALT IP OR ANY INDEX CALCULATED THEREFROM, AND EXPRESSLY DISCLAIMS AND SHALL NOT HAVE ANY LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN. SALT FINANCIAL LLC AND ITS AFFILIATES, EMPLOYEES, PARTNERS, AND VENDORS EXPRESSLY DISCLAIM AND SHALL NOT BE LIABLE TO ANY PARTY FOR ANY INDIRECT, INCIDENTAL, EXEMPLARY, COMPENSATORY, PUNITIVE, SPECIAL OR CONSEQUENTIAL DAMAGES, COSTS, EXPENSES, LEGAL FEES, OR LOSSES (INCLUDING, WITHOUT LIMITATION, LOST INCOME OR LOST PROFITS AND OPPORTUNITY COSTS) IN CONNECTION WITH ANY USE OF THE SALT IP EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
© 2026 Intercontinental Exchange, Inc.