| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 12.25% | 30.40% | 12.42% | 2.55% |
| SMB | 38.19% | 16.56% | 8.63% | -0.55% |
| HML | 1.06% | -0.36% | 11.26% | 5.16% |
| WML | 33.97% | 19.18% | 11.90% | 13.52% |
| IML | 54.69% | 17.86% | 13.09% | 1.24% |
| Risk-Free | 2.76% | 2.35% | 6.47% | 11.77% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 12.25% | 30.40% | 12.42% | 2.55% |
| SMB | 38.19% | 16.56% | 8.63% | -0.55% |
| HML | 1.06% | -0.36% | 11.26% | 5.16% |
| WML | 33.97% | 19.18% | 11.90% | 13.52% |
| IML | 54.69% | 17.86% | 13.09% | 1.24% |
| Risk-Free | 2.76% | 2.35% | 6.47% | 11.77% |