The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capital and income returns, which reflects the net total return of the MerQube US Large-Cap Vol Advantage Autocallable Index (The Benchmark Index). The Benchmark Index is designed to reflect the performance of a portfolio of synthetic autocallable notes (each an "Autocallable") (which have the MerQube US Large-Cap Vol Advantage Index (the "Underlying Reference Index") as the reference underlying asset).