First Trust Preferred Securities and Income Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 5.24
Mean 0.56
Sharpe Ratio 1.28
Bear Market Decile Rank 7

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Credit Suisse HY USD
R-Squared 14.03 37.62
Beta 0.69 0.54
Alpha 4.18 2.02