First Trust Preferred Securities and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.2
Mean 0.54
Sharpe Ratio 1.24
Bear Market Decile Rank 7

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Credit Suisse HY USD
R-Squared 15.1 38.71
Beta 0.71 0.54
Alpha 3.79 1.71