Risk Factors

*Annualized returns up to 04.30.2022
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%