| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -41.90% | -17.41% | -1.24% | 0.46% |
| SMB | -9.90% | -1.43% | 1.38% | -1.67% |
| HML | -18.23% | -11.88% | 7.69% | 5.08% |
| WML | 13.43% | 26.16% | 10.43% | 13.21% |
| IML | 8.39% | 15.14% | 4.33% | 0.14% |
| Risk-Free | 3.95% | 4.99% | 9.12% | 12.36% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -41.90% | -17.41% | -1.24% | 0.46% |
| SMB | -9.90% | -1.43% | 1.38% | -1.67% |
| HML | -18.23% | -11.88% | 7.69% | 5.08% |
| WML | 13.43% | 26.16% | 10.43% | 13.21% |
| IML | 8.39% | 15.14% | 4.33% | 0.14% |
| Risk-Free | 3.95% | 4.99% | 9.12% | 12.36% |