If a prime power divides order of a group, then the group contains a subgroup of that order. We can consider the following natural question: if a prime power divides order of a group, does there exists a subgroup of that index in the group? The answer is NO, as $|A_5|=2^2.3.5$ and $A_5$ has no subgroup of index $3$.
Further, $A_6$ is also an interesting example in the sense that for any prime divisor of its order, $A_6$ has no subgroup of that index.
My question is: is there a finite group $G$ such that for any prime power divisor of $|G|$, $G$ has no subgroup of that index?