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Risk Factors

*Annualized returns up to 04.30.2018
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 17.55% 17.62% -1.90% 1.35%
SMB -8.10% 4.68% -12.65% -1.37%
HML 35.47% 17.71% 0.38% 5.38%
WML 21.29% 19.80% 16.89% 13.12%
IML -13.66% 0.44% -11.80% -0.12%
Risk-Free 6.34% 7.81% 10.99% 13.17%