| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -26.53% | -6.21% | -2.83% | 0.52% |
| SMB | -19.09% | -15.96% | -12.96% | -2.08% |
| HML | 15.41% | 17.79% | 0.83% | 5.40% |
| WML | 37.52% | 32.98% | 19.92% | 13.81% |
| IML | -15.55% | -17.54% | -13.11% | -1.13% |
| Risk-Free | 6.41% | 6.48% | 10.83% | 13.00% |