First Trust Preferred Securities and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.19
Mean 0.47
Sharpe Ratio 1.08
Bear Market Decile Rank 4

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 16.11 36.36
Beta 0.73 0.48
Alpha 2.84 1.45