First Trust Preferred Securities and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.2
Mean 0.53
Sharpe Ratio 1.21
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
BofAML US HY Master II TR USD
R-Squared 15.95 36.93
Beta 0.73 0.49
Alpha 3.55 2.12