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Risk Factors

*Annualized returns up to 06.30.2018
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -18.66% 3.93% -2.46% 0.31%
SMB -24.07% -2.90% -12.19% -1.75%
HML 23.62% 22.90% 1.92% 5.27%
WML 19.15% 21.94% 16.84% 13.15%
IML -22.46% -2.38% -12.79% -0.59%
Risk-Free 6.35% 7.11% 10.95% 13.10%