First Trust Preferred Securities and Income Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.26
Mean 0.6
Sharpe Ratio 1.35
Bear Market Decile Rank 7

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
BofAML US HY Master II TR USD
R-Squared 14.86 37.46
Beta 0.73 0.5
Alpha 4.5 2.58