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Risk Factors

*Annualized returns up to 07.31.2019
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 6.01% 23.43% 2.25% 1.79%
SMB 9.53% 6.16% -6.79% -1.37%
HML 23.10% 23.44% 7.57% 6.36%
WML 43.64% 7.82% 14.44% 13.10%
IML 19.46% 16.92% -4.95% -0.15%
Risk-Free 6.21% 6.21% 10.17% 12.69%