| 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% |
| 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% |