| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 22.76% | 14.08% | 8.66% | 2.29% |
| SMB | 18.88% | 14.11% | 2.34% | -0.89% |
| HML | -8.99% | 5.85% | 12.42% | 5.93% |
| WML | 21.11% | 31.89% | 22.76% | 13.30% |
| IML | 50.96% | 32.53% | 4.64% | 0.85% |
| Risk-Free | 5.02% | 5.62% | 9.54% | 12.48% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 22.76% | 14.08% | 8.66% | 2.29% |
| SMB | 18.88% | 14.11% | 2.34% | -0.89% |
| HML | -8.99% | 5.85% | 12.42% | 5.93% |
| WML | 21.11% | 31.89% | 22.76% | 13.30% |
| IML | 50.96% | 32.53% | 4.64% | 0.85% |
| Risk-Free | 5.02% | 5.62% | 9.54% | 12.48% |