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Risk Factors

*Annualized returns up to 07.31.2018
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -23.00% 6.49% -1.35% 0.68%
SMB -19.68% -6.41% -11.63% -1.72%
HML 17.69% 21.05% 1.70% 5.38%
WML 28.19% 22.49% 17.42% 13.42%
IML -17.37% -6.76% -12.04% -0.49%
Risk-Free 6.29% 6.85% 10.91% 13.07%