The Fund seeks to achieve a total return, for three-month periods from January 1 to March 31, April 1 to June 30, July 1 to September 30 or October 1 to December 31 (each, an Outcome Period), that corresponds generally, before fees and expenses, to the share price return of the SPDR Portfolio S&P 500 ETF (SPLG) (the Underlying ETF) or other ETFs that track the S&P 500 Index (the Underlying ETFs Index) up to a cap while providing a downside buffer and deep downside protection against losses over the Outcome Period. The Fund invests, under normal circumstances, at least 80 percent of its net assets plus any borrowings for investment purposes (measured at the time of purchase) in securities or other instruments that provide exposure to securities of large capitalization U.S. issuers or that provide for the cap on gains or the buffer or deep downside protection against the losses of securities of large capitalization U.S. issuers. For purposes of each Funds 80 percent policy, large capitalization issuers are those within the range of capitalization of the Underlying ETFs Index. Although the Fund seeks to implement a targeted outcome strategy, there is no guarantee that the Fund will successfully achieve its investment objective or any targeted outcome. Due to the unique mechanics of the Funds strategy, the return an investor can expect to receive from an investment in the Fund has characteristics that are distinct from many other investment vehicles.