| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 21.01% | -0.72% | 14.16% | 2.14% |
| SMB | -1.75% | -9.92% | 9.74% | -1.36% |
| HML | -12.28% | -13.01% | 13.67% | 4.90% |
| WML | 10.35% | 14.37% | 0.50% | 13.35% |
| IML | -1.44% | -11.01% | 10.81% | 0.22% |
| Risk-Free | 1.85% | 2.43% | 7.37% | 11.86% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 21.01% | -0.72% | 14.16% | 2.14% |
| SMB | -1.75% | -9.92% | 9.74% | -1.36% |
| HML | -12.28% | -13.01% | 13.67% | 4.90% |
| WML | 10.35% | 14.37% | 0.50% | 13.35% |
| IML | -1.44% | -11.01% | 10.81% | 0.22% |
| Risk-Free | 1.85% | 2.43% | 7.37% | 11.86% |