Risk Factors

*Annualized returns up to 08.31.2023
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 9.00% -7.10% 2.12% 0.84%
SMB 35.02% 8.28% -0.12% -1.44%
HML 79.16% 35.63% 11.76% 7.01%
WML -12.10% 14.38% 16.89% 14.31%
IML 27.98% 13.25% 10.24% 1.30%
Risk-Free 13.75% 13.48% 7.26% 11.74%