| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 61.93% | -9.83% | 6.20% | 1.25% |
| SMB | 17.76% | 0.43% | 4.75% | -1.42% |
| HML | -12.60% | -9.42% | 9.80% | 4.98% |
| WML | 36.64% | 21.14% | 6.02% | 13.46% |
| IML | 0.13% | 6.63% | 6.85% | 0.17% |
| Risk-Free | 2.39% | 3.37% | 8.38% | 12.14% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 61.93% | -9.83% | 6.20% | 1.25% |
| SMB | 17.76% | 0.43% | 4.75% | -1.42% |
| HML | -12.60% | -9.42% | 9.80% | 4.98% |
| WML | 36.64% | 21.14% | 6.02% | 13.46% |
| IML | 0.13% | 6.63% | 6.85% | 0.17% |
| Risk-Free | 2.39% | 3.37% | 8.38% | 12.14% |