The Fund’s objective is to replicate, before the Fund’s fees and expenses, the performance of the Shiller Barclays CAPE® US Market Neutral Index closing level. The Shiller Barclays CAPE® US Market Neutral Index (the “Index”) is a total return leveraged index (net dividends reinvested) expressed in USD, sponsored by Barclays (the “Index Provider”), and calculated and published by Bloomberg Index Services Limited (the “Calculation Agent”).