First Trust/Confluence Small Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.58
Mean 0.9
Sharpe Ratio 0.86
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 76.71
Beta 0.88
Alpha -1.74