| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -27.54% | -3.13% | -2.06% | 0.48% |
| SMB | -13.08% | -8.64% | -11.88% | -1.70% |
| HML | 16.59% | 17.61% | 0.96% | 5.47% |
| WML | 35.59% | 23.11% | 18.24% | 13.55% |
| IML | -12.34% | -9.32% | -11.69% | -0.39% |
| Risk-Free | 6.52% | 6.64% | 10.88% | 13.04% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -27.54% | -3.13% | -2.06% | 0.48% |
| SMB | -13.08% | -8.64% | -11.88% | -1.70% |
| HML | 16.59% | 17.61% | 0.96% | 5.47% |
| WML | 35.59% | 23.11% | 18.24% | 13.55% |
| IML | -12.34% | -9.32% | -11.69% | -0.39% |
| Risk-Free | 6.52% | 6.64% | 10.88% | 13.04% |