| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -10.53% | 14.27% | 7.20% | 1.84% |
| SMB | 14.67% | 5.73% | 3.88% | -1.14% |
| HML | 3.31% | 6.52% | 8.36% | 5.11% |
| WML | 36.92% | 24.90% | 17.23% | 14.01% |
| IML | 24.49% | 17.09% | 9.68% | 0.89% |
| Risk-Free | 4.41% | 3.17% | 6.02% | 11.69% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -10.53% | 14.27% | 7.20% | 1.84% |
| SMB | 14.67% | 5.73% | 3.88% | -1.14% |
| HML | 3.31% | 6.52% | 8.36% | 5.11% |
| WML | 36.92% | 24.90% | 17.23% | 14.01% |
| IML | 24.49% | 17.09% | 9.68% | 0.89% |
| Risk-Free | 4.41% | 3.17% | 6.02% | 11.69% |