To maintain the correspondence between the composition and weights of the securities in the trust (the "securities") and the stocks in the NASDAQ-100 Index®, the adviser adjusts the securities from time to time to conform to periodic changes in the identity and/or relative weights of index securities. The composition and weighting of the securities portion of a portfolio deposit are also adjusted to conform to changes in the index.
| Horizon | Bear case (−1σ) | Base case | Bull case (+1σ) |
|---|---|---|---|
| 1 Month | $691.38 (-5.3%) | $730.14 | $771.07 (+5.6%) |
| 3 Months | $664.32 (-9.0%) | $730.14 | $802.48 (+9.9%) |
| 6 Months | $638.83 (-12.5%) | $730.14 | $834.50 (+14.3%) |
| 12 Months | $604.44 (-17.2%) | $730.14 | $881.98 (+20.8%) |