| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -32.50% | -6.47% | 3.36% | 1.29% |
| SMB | -16.65% | 4.01% | 3.34% | -1.30% |
| HML | -18.95% | -10.32% | 9.57% | 5.39% |
| WML | 26.82% | 20.51% | 8.81% | 13.21% |
| IML | -11.53% | 19.40% | 6.15% | 0.43% |
| Risk-Free | 3.39% | 4.37% | 8.76% | 12.27% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -32.50% | -6.47% | 3.36% | 1.29% |
| SMB | -16.65% | 4.01% | 3.34% | -1.30% |
| HML | -18.95% | -10.32% | 9.57% | 5.39% |
| WML | 26.82% | 20.51% | 8.81% | 13.21% |
| IML | -11.53% | 19.40% | 6.15% | 0.43% |
| Risk-Free | 3.39% | 4.37% | 8.76% | 12.27% |