| 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% |
| 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% |