The investment seeks investment results, before fees and expenses, that track the performance of the Nasdaq-100 35% Volatility Compass 6D Autocallable A Index (the 'Index'). Under normal circumstances, the fund will invest at least 80% of its total assets in components of the index or in instruments with similar economic characteristics. The index measures the performance of a laddered autocallable strategy that maintains a portfolio of up to 156 equivalent autocallables of weekly-staggered maturities. The fund is non-diversified.