| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -23.00% | 6.49% | -1.35% | 0.68% |
| SMB | -19.68% | -6.41% | -11.63% | -1.72% |
| HML | 17.69% | 21.05% | 1.70% | 5.38% |
| WML | 28.19% | 22.49% | 17.42% | 13.42% |
| IML | -17.37% | -6.76% | -12.04% | -0.49% |
| Risk-Free | 6.29% | 6.85% | 10.91% | 13.07% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | -23.00% | 6.49% | -1.35% | 0.68% |
| SMB | -19.68% | -6.41% | -11.63% | -1.72% |
| HML | 17.69% | 21.05% | 1.70% | 5.38% |
| WML | 28.19% | 22.49% | 17.42% | 13.42% |
| IML | -17.37% | -6.76% | -12.04% | -0.49% |
| Risk-Free | 6.29% | 6.85% | 10.91% | 13.07% |