Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -4.09% | -15.43% | 4.50% | 1.38% |
SMB | -10.95% | -14.88% | -1.17% | -1.64% |
HML | 29.30% | 14.68% | 8.68% | 5.70% |
WML | 25.53% | 19.51% | 18.64% | 14.08% |
IML | 5.22% | 0.60% | 6.85% | 0.86% |
Risk-Free | 9.92% | 7.45% | 5.70% | 11.63% |