Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | 21.01% | -0.72% | 14.16% | 2.14% |
SMB | -1.75% | -9.92% | 9.74% | -1.36% |
HML | -12.28% | -13.01% | 13.67% | 4.90% |
WML | 10.35% | 14.37% | 0.50% | 13.35% |
IML | -1.44% | -11.01% | 10.81% | 0.22% |
Risk-Free | 1.85% | 2.43% | 7.37% | 11.86% |