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| Exchange | NYSE ARCA |
|---|---|
| CurrencyCode | USD |
| Beta | 0.92 |
|---|---|
| Market Cap | None |
| PE Ratio | None |
| Target Price | None |
| Dividend Yield | None |
The fund will invest at least 80% of its net assets in the securities that comprise the index, which will primarily include U.S. Treasury securities and long-dated call options (LEAP Options) on the SPDR S&P 500 ETF Trust (SPY). The index is a rules-based, quantitative index that seeks to provide capital protection against the unpredictable, rare and highly disruptive events that have come to be referred to as Black Swans.
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