First Trust/Confluence Small Cap Value Fund

Scorecard
3 / 5 Stars
Lipper
1 1 5 1 4
Zacks Investment Research
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Standard & Poor's
1 / 5 Stars
TheStreet.com
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Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 12.61
Mean 0.89
Sharpe Ratio 0.84
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 78.06 89.73
Beta 0.89 0.73
Alpha -2.26 0.39