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Risk Factors

*Annualized returns up to 06.30.2021
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 12.25% 30.40% 12.42% 2.55%
SMB 38.19% 16.56% 8.63% -0.55%
HML 1.06% -0.36% 11.26% 5.16%
WML 33.97% 19.18% 11.90% 13.52%
IML 54.69% 17.86% 13.09% 1.24%
Risk-Free 2.76% 2.35% 6.47% 11.77%