First Trust Preferred Securities and Income Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 5.22
Mean 0.55
Sharpe Ratio 1.24
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
BofAML US HY Master II TR USD
R-Squared 14.99 36.06
Beta 0.71 0.48
Alpha 3.87 2.36