| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 32.26% | 41.50% | 13.35% | 2.55% |
| SMB | 17.91% | 22.15% | 8.42% | -0.86% |
| HML | 3.08% | 5.98% | 11.56% | 5.24% |
| WML | 39.45% | 20.55% | 10.29% | 13.59% |
| IML | 35.56% | 22.87% | 12.66% | 1.01% |
| Risk-Free | 2.39% | 2.21% | 6.64% | 11.80% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 32.26% | 41.50% | 13.35% | 2.55% |
| SMB | 17.91% | 22.15% | 8.42% | -0.86% |
| HML | 3.08% | 5.98% | 11.56% | 5.24% |
| WML | 39.45% | 20.55% | 10.29% | 13.59% |
| IML | 35.56% | 22.87% | 12.66% | 1.01% |
| Risk-Free | 2.39% | 2.21% | 6.64% | 11.80% |