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Risk Factors

*Annualized returns up to 04.30.2019
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 20.27% 4.72% 1.97% 1.54%
SMB -3.63% -5.68% -8.79% -1.67%
HML 10.87% 17.32% 5.72% 6.10%
WML 3.34% 2.68% 13.98% 12.51%
IML 11.17% 3.10% -7.95% -0.68%
Risk-Free 5.99% 6.23% 10.39% 12.78%