First Trust/Confluence Small Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.64
Mean 0.95
Sharpe Ratio 0.9
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 76.8
Beta 0.89
Alpha -1.26