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Risk Factors

*Annualized returns up to 09.30.2018
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -26.53% -6.21% -2.83% 0.52%
SMB -19.09% -15.96% -12.96% -2.08%
HML 15.41% 17.79% 0.83% 5.40%
WML 37.52% 32.98% 19.92% 13.81%
IML -15.55% -17.54% -13.11% -1.13%
Risk-Free 6.41% 6.48% 10.83% 13.00%