| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 15.83% | 29.12% | 3.54% | 1.88% |
| SMB | -1.50% | 10.34% | -5.41% | -1.52% |
| HML | -2.59% | 10.99% | 8.47% | 5.81% |
| WML | 37.07% | 0.72% | 14.01% | 13.06% |
| IML | 14.58% | 25.62% | -3.21% | -0.37% |
| Risk-Free | 6.17% | 6.11% | 9.99% | 12.62% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 15.83% | 29.12% | 3.54% | 1.88% |
| SMB | -1.50% | 10.34% | -5.41% | -1.52% |
| HML | -2.59% | 10.99% | 8.47% | 5.81% |
| WML | 37.07% | 0.72% | 14.01% | 13.06% |
| IML | 14.58% | 25.62% | -3.21% | -0.37% |
| Risk-Free | 6.17% | 6.11% | 9.99% | 12.62% |