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Risk Factors

*Annualized returns up to 05.31.2021
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 32.26% 41.50% 13.35% 2.55%
SMB 17.91% 22.15% 8.42% -0.86%
HML 3.08% 5.98% 11.56% 5.24%
WML 39.45% 20.55% 10.29% 13.59%
IML 35.56% 22.87% 12.66% 1.01%
Risk-Free 2.39% 2.21% 6.64% 11.80%