Risk Factors

*Annualized returns up to 03.31.2026
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 38.23% 14.52% -2.83% 1.33%
SMB -14.60% 13.02% 5.50% -2.01%
HML 2.78% 4.44% 16.11% 6.63%
WML -3.50% 6.85% 14.95% 14.46%
IML -19.97% -11.44% -0.87% 0.18%
Risk-Free 14.47 14.67% 11.63% 11.82%