The Fund seeks to provide investors with returns that match the return of the Underlying ETF (prior to taking into account management fees and other fees) while providing a maximum loss of 5% (prior to taking into account management fees and other fees) of Underlying ETF losses, over the period from January 1, 2026 through March 31, 2026.

The Fund seeks to provide investors with investment exposure to the return of an ETF that tracks the returns, before fees and expenses, of an index of large capitalization U.S. equity securities (the “Underlying ETF”), subject to potential investment gains up to a limit (prior to taking into account management fees and other fees), while providing the potential for downside protection against investment losses up to a limit (prior to taking into account management fees and other fees).

The Fund seeks capital appreciation with a measure of downside protection by providing investors with returns that match the return of the Underlying ETF, up to the upside cap of 3.07% (prior to taking into account management fees and other fees) while seeking to provide a buffer against the first 10% (prior to taking into account management fees and other fees) of Underlying ETF losses, over the period from January 1, 2026 through March 31, 2026.

The Fund seeks capital appreciation with a measure of downside protection by providing investors with returns that match the return of the Underlying ETF, up to the upside cap of 2.49% (prior to taking into account management fees and other fees) while seeking to provide a buffer against the first 10% (prior to taking into account management fees and other fees) of Underlying ETF losses, over the period from January 1, 2026 through March 31, 2026.

The Fund seeks to provide investors with investment exposure to the return of an ETF that tracks the returns, before fees and expenses, of an index of large capitalization U.S. equity securities (the “Underlying ETF”), subject to potential investment gains up to a limit (prior to taking into account management fees and other fees), while providing the potential for downside protection against investment losses up to a limit (prior to taking into account management fees and other fees).

The Fund seeks capital appreciation with a measure of downside protection by providing investors with returns that match the return of the Underlying ETF, up to the upside cap of 5.75% (prior to taking into account management fees and other Fund operating expenses) while seeking to provide a buffer against Underlying ETF losses of between 5% and 15% (prior to taking into account management fees and other Fund operating expenses) over the period from January 1, 2026 through March 31, 2026.

The Fund seeks capital appreciation with a measure of downside protection by providing investors with returns that match the return of the Underlying ETF ETF, up to the upside cap of 4.02% (prior to taking into account management fees and other fees) while seeking to provide a buffer against the first 10% (prior to taking into account management fees and other fees) of Underlying ETF losses, over the period from January 1, 2026 through March 31, 2026.