The fund's objective is to mirror the price and income performance, before any fees or expenses, of the Dow Jones U.S. Thematic Market Neutral Momentum Index. To achieve this, it commits a minimum of 80% of its net assets to acquiring the common stocks identified as 'long' positions by the underlying index. Concurrently, it short-sells at least 80% of the securities designated as 'short' positions within that same index. The index itself employs a long/short, market-neutral strategy, which is dollar-neutral by design; this means it selects long and short positions with roughly equivalent monetary values. By following a market-neutral index, the fund strives to diminish the impact of overall market movements on its results.