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% |