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Risk Factors

*Annualized returns up to 01.31.2021
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 21.01% -0.72% 14.16% 2.14%
SMB -1.75% -9.92% 9.74% -1.36%
HML -12.28% -13.01% 13.67% 4.90%
WML 10.35% 14.37% 0.50% 13.35%
IML -1.44% -11.01% 10.81% 0.22%
Risk-Free 1.85% 2.43% 7.37% 11.86%