FIRST TRUST MERGER ARBITRAGE ETF ETFs

Alpha 1 Year-2.43 Alpha 3 Years-1.38 Average Gain 1 Year0.60 Average Gain 3 Years0.55 Average Loss 1 Year-1.04 Average Loss 3 Years-0.70 Batting Average 1 Year33.33 Batting Average 3 Years47.22 Beta 1 Year0.93 Beta 3 Years0.73 Capture Ratio Down 1 Year112.20 Capture Ratio Down 3 Years69.46 Capture Ratio Up 1 Year76.14 Capture Ratio Up 3 Years61.62 Correlation 1 Year92.19 Correlation 3 Years80.86 High 1 Year20.42 Information Ratio 1 Year-1.55 Information Ratio 3 Years-0.49 Low 1 Year19.52 Maximum Loss 1 Year-3.12 Maximum Loss 3 Years-3.12 Performance Current Year-0.76 Performance since Inception3.45 Risk adjusted Return 3 Years-2.55 Risk adjusted Return Since Inception-2.55 R-Squared (R²) 1 Year84.99 R-Squared (R²) 3 Years65.39 Sortino Ratio 1 Year-1.00 Sortino Ratio 3 Years-0.89 Tracking Error 1 Year1.56 Tracking Error 3 Years2.00 Trailing Performance 1 Month1.73 Trailing Performance 1 Week0.30 Trailing Performance 1 Year2.53 Trailing Performance 2 Years3.46 Trailing Performance 3 Months2.43 Trailing Performance 3 Years5.90 Trailing Performance 4 Years6.45 Trailing Performance 6 Months1.29 Trailing Return 1 Month0.18 Trailing Return 1 Year0.65 Trailing Return 2 Months0.69 Trailing Return 2 Years1.27 Trailing Return 3 Months-0.58 Trailing Return 3 Years1.19 Trailing Return 4 Years1.13 Trailing Return 6 Months-2.45 Trailing Return 9 Months-1.52 Trailing Return Since Inception0.38 Trailing Return YTD - Year to Date-2.45 Treynor Ratio 1 Year-3.96 Treynor Ratio 3 Years-3.48

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