The Fund seeks to track the investment results of the Russell 2000 Focused Value Select Index (the Underlying Index), which is an objective, rules-based, equal-weighted equity index provided by FTSE Russell (the Index Provider or Russell). The Underlying Index measures the performance of small-capitalization U.S. companies with prominent value factor characteristics, as determined by the Index Provider. The Underlying Index is a subset of the Russell 2000 Index (the Parent Index), which measures the performance of the small-capitalization segment of the U.S. equity market, as defined by the Index Provider.