The investment objective of the Sub-Fund is to track both the upward and the downward evolution of the STOXX Europe 600 Health Care Index (the “Index”), denominated in Euros and representative of the performance of the European companies in the health care industry, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). The anticipated level of the Tracking Error, under normal market conditions is expected to be up to 1%.