FIRST TRUST ALTERNATIVE OPPORTUNITIES FUND CLASS I

Alpha 1 Year4.46 Alpha 3 Years3.77 Alpha 5 Years4.84 Average Gain 1 Year0.86 Average Gain 3 Years0.71 Average Gain 5 Years0.97 Average Loss 3 Years-0.98 Average Loss 5 Years-1.94 Batting Average 1 Year41.67 Batting Average 3 Years50.00 Batting Average 5 Years50.00 Beta 1 Year0.04 Beta 3 Years0.06 Beta 5 Years0.25 Capture Ratio Down 1 Year-37.26 Capture Ratio Down 3 Years-17.58 Capture Ratio Down 5 Years-4.37 Capture Ratio Up 1 Year36.75 Capture Ratio Up 3 Years28.68 Capture Ratio Up 5 Years45.72 Correlation 1 Year45.39 Correlation 3 Years29.96 Correlation 5 Years43.57 High 1 Year27.04 Information Ratio 1 Year0.28 Information Ratio 3 Years0.71 Information Ratio 5 Years0.41 Low 1 Year26.20 Maximum Loss 3 Years-2.10 Maximum Loss 5 Years-10.11 Performance Current Year5.96 Performance since Inception53.27 R-Squared (R²) 1 Year20.60 R-Squared (R²) 3 Years8.98 R-Squared (R²) 5 Years18.98 Sortino Ratio 1 Year71.93 Sortino Ratio 3 Years2.97 Sortino Ratio 5 Years1.25 Tracking Error 1 Year9.49 Tracking Error 3 Years9.78 Tracking Error 5 Years8.77 Trailing Performance 1 Month0.70 Trailing Performance 1 Week0.00 Trailing Performance 1 Year10.13 Trailing Performance 2 Years16.98 Trailing Performance 3 Months2.34 Trailing Performance 3 Years22.65 Trailing Performance 4 Years48.49 Trailing Performance 5 Years45.35 Trailing Performance 6 Months4.97 Trailing Return 1 Month0.70 Trailing Return 1 Year10.76 Trailing Return 2 Months1.63 Trailing Return 2 Years7.91 Trailing Return 3 Months2.49 Trailing Return 3 Years7.01 Trailing Return 4 Years10.57 Trailing Return 5 Years7.78 Trailing Return 6 Months5.22 Trailing Return 6 Years7.04 Trailing Return 7 Years6.17 Trailing Return 9 Months7.77 Trailing Return Since Inception6.14 Trailing Return YTD - Year to Date5.22 Treynor Ratio 1 Year123.36 Treynor Ratio 3 Years60.29 Treynor Ratio 5 Years22.67

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