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% |