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Risk Factors

*Annualized returns up to 01.31.2020
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 22.76% 14.08% 8.66% 2.29%
SMB 18.88% 14.11% 2.34% -0.89%
HML -8.99% 5.85% 12.42% 5.93%
WML 21.11% 31.89% 22.76% 13.30%
IML 50.96% 32.53% 4.64% 0.85%
Risk-Free 5.02% 5.62% 9.54% 12.48%