1. A method of structuring a performance-based participation certificate contract, comprising the steps of: identifying a pool of assets; identifying parameters for the assets; establishing a base guarantee fee for a security; identifying a manner of securing the base guarantee fee for the contract; issuing the security reflecting the parameters of the assets; determining, using a computer, performance of the assets using a performance index; calculating, using the computer after issuing the security, a second guarantee fee based on the determined performance of the assets and based on the base guarantee fee; and resetting the base guarantee fee for the security with the second guarantee fee, based on realized performance of the assets, once every predetermined time period.