| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 45.93% | 53.70% | 10.65% | 2.17% |
| SMB | -2.51% | 7.39% | 6.28% | -1.50% |
| HML | 9.82% | -1.14% | 10.11% | 5.15% |
| WML | 13.94% | 25.26% | 9.77% | 13.49% |
| IML | 10.13% | 4.18% | 10.59% | 0.37% |
| Risk-Free | 1.95% | 2.17% | 6.99% | 11.87% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 45.93% | 53.70% | 10.65% | 2.17% |
| SMB | -2.51% | 7.39% | 6.28% | -1.50% |
| HML | 9.82% | -1.14% | 10.11% | 5.15% |
| WML | 13.94% | 25.26% | 9.77% | 13.49% |
| IML | 10.13% | 4.18% | 10.59% | 0.37% |
| Risk-Free | 1.95% | 2.17% | 6.99% | 11.87% |