| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 4.43% | 9.19% | 2.92% | 0.69% |
| SMB | 29.33% | 19.28% | -12.23% | -1.27% |
| HML | -12.26% | 12.66% | -2.63% | 4.90% |
| WML | 9.21% | 14.15% | 17.21% | 13.03% |
| IML | 21.39% | 16.28% | -10.25% | -0.06% |
| Risk-Free | 10.53% | 11.70% | 10.99% | 13.43% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 4.43% | 9.19% | 2.92% | 0.69% |
| SMB | 29.33% | 19.28% | -12.23% | -1.27% |
| HML | -12.26% | 12.66% | -2.63% | 4.90% |
| WML | 9.21% | 14.15% | 17.21% | 13.03% |
| IML | 21.39% | 16.28% | -10.25% | -0.06% |
| Risk-Free | 10.53% | 11.70% | 10.99% | 13.43% |