| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -9.58% | -2.84% | 7.25% | 1.51% |
| SMB | -11.94% | 0.19% | 5.17% | -1.32% |
| HML | -21.36% | -13.95% | 9.68% | 4.97% |
| WML | 21.09% | 16.20% | 5.93% | 13.49% |
| IML | -14.81% | 7.23% | 7.60% | 0.35% |
| Risk-Free | 2.74% | 3.66% | 8.35% | 12.18% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -9.58% | -2.84% | 7.25% | 1.51% |
| SMB | -11.94% | 0.19% | 5.17% | -1.32% |
| HML | -21.36% | -13.95% | 9.68% | 4.97% |
| WML | 21.09% | 16.20% | 5.93% | 13.49% |
| IML | -14.81% | 7.23% | 7.60% | 0.35% |
| Risk-Free | 2.74% | 3.66% | 8.35% | 12.18% |