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 return of the Bloomberg Enhanced Roll Yield Total Return Index. The Index measures the return on commodity futures contracts comprised within the Bloomberg Commodity Index (the Parent Index) combined with the notional value of such futures invested at the most recent weekly auction rate for 3 Month US Treasury Bills and aims to mitigate the effects of negative roll yield on the performance of the Benchmark Index.