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Risk Factors

*Annualized returns up to 06.30.2019
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 25.41% 30.01% 2.49% 1.73%
SMB -3.71% 2.70% -8.82% -1.58%
HML 23.29% 24.40% 7.54% 6.31%
WML 21.21% 7.62% 15.06% 12.83%
IML 7.14% 8.44% -7.43% -0.54%
Risk-Free 6.19% 6.20% 10.25% 12.72%