Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | 12.38% | -1.11% | -1.65% | 0.88% |
SMB | -3.27% | 3.26% | -1.73% | -0.59% |
HML | 36.91% | 16.91% | 24.70% | 3.44% |
WML | -20.64% | 0.28% | 21.62% | 9.80% |
IML | 18.05% | -1.28% | -1.99% | -0.28% |
Risk-Free | 13.49 | 12.24% | 9.65% | 11.73% |