t (+55 11) 3093-0957 | nefin@usp.br
© NEFIN – All rights reserved. | Home

Risk Factors

*Annualized returns up to 08.31.2018
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -27.54% -3.13% -2.06% 0.48%
SMB -13.08% -8.64% -11.88% -1.70%
HML 16.59% 17.61% 0.96% 5.47%
WML 35.59% 23.11% 18.24% 13.55%
IML -12.34% -9.32% -11.69% -0.39%
Risk-Free 6.52% 6.64% 10.88% 13.04%