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Risk Factors

*Annualized returns up to 10.31.2017
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 17.79% 4.05% -2.38% 0.91%
SMB 18.92% 23.37% -12.19% -1.17%
HML 2.27% 7.09% -3.25% 4.60%
WML 18.00% 10.06% 16.69% 12.88%
IML 16.50% 25.44% -10.20% 0.27%
Risk-Free 9.31% 10.70% 11.02% 13.38%