The Fund is an actively-managed exchange-traded fund (ETF) that invests, under normal circumstances, at least 80 percent of its net assets (plus any borrowings for investment purposes) in electricity futures contracts (Electricity Futures) or investments that provide exposure to Electricity Futures (such as total return swaps that utilize Electricity Futures as the reference asset). For purposes of compliance with this investment policy, derivative instruments will be valued at their notional value. The Fund may invest directly in Electricity Futures or derive indirect exposure to Electricity Futures through total return swaps that utilize Electricity Futures as the reference asset. The Fund will obtain its exposure to Electricity Futures through a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the Subsidiary).