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Risk Factors

*Annualized returns up to 02.28.2019
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 48.23% 3.60% 3.49% 1.56%
SMB 7.65% -3.26% -10.00% -1.54%
HML 20.85% 18.70% 3.44% 5.86%
WML -22.28% 2.65% 14.61% 12.26%
IML 20.30% 2.87% -9.55% -0.35%
Risk-Free 6.05% 6.28% 10.52% 12.84%