| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 29.60% | 27.49% | 7.64% | 2.38% |
| SMB | 29.78% | 11.79% | 0.17% | -0.86% |
| HML | -0.77% | 10.61% | 11.73% | 6.12% |
| WML | 14.53% | 17.82% | 9.56% | 12.87% |
| IML | 61.15% | 31.40% | 3.16% | 0.77% |
| Risk-Free | 5.35% | 5.77% | 9.66% | 12.52% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 29.60% | 27.49% | 7.64% | 2.38% |
| SMB | 29.78% | 11.79% | 0.17% | -0.86% |
| HML | -0.77% | 10.61% | 11.73% | 6.12% |
| WML | 14.53% | 17.82% | 9.56% | 12.87% |
| IML | 61.15% | 31.40% | 3.16% | 0.77% |
| Risk-Free | 5.35% | 5.77% | 9.66% | 12.52% |