Risk Factors

*Annualized returns up to 02.29.2024
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 12.95% 10.96% -1.88% 1.30%
SMB -19.58% 6.79% -4.79% -0.58%
HML 42.98% 44.44% 20.31% 3.63%
WML 28.24% 12.42% 25.01% 10.18%
IML -15.86% -8.51% -2.82% 0.00%
Risk-Free 11.41% 12.57% 6.66% 11.73%