| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 34.77% | 4.70% | -0.23% | 1.13% |
| SMB | 9.53% | -8.80% | -9.36% | -1.43% |
| HML | 24.71% | 24.16% | 2.65% | 5.77% |
| WML | -4.45% | 6.70% | 14.04% | 12.58% |
| IML | 9.76% | -7.88% | -8.43% | -0.07% |
| Risk-Free | 6.21% | 6.28% | 10.66% | 12.90% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 34.77% | 4.70% | -0.23% | 1.13% |
| SMB | 9.53% | -8.80% | -9.36% | -1.43% |
| HML | 24.71% | 24.16% | 2.65% | 5.77% |
| WML | -4.45% | 6.70% | 14.04% | 12.58% |
| IML | 9.76% | -7.88% | -8.43% | -0.07% |
| Risk-Free | 6.21% | 6.28% | 10.66% | 12.90% |