Risk Factors

*Annualized returns up to 04.30.2025
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -2.79% -2.54% -4.87% 0.94%
SMB 15.83% 13.69% 3.22% -0.10%
HML 36.89% 13.14% 26.92% 4.15%
WML -5.16% 3.15% 17.73% 9.88%
IML 3.64% -6.48% -3.14% -0.29%
Risk-Free 12.21 11.54% 8.84% 11.71%