| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 51.55% | 1.14% | 13.39% | 2.32% |
| SMB | -1.31% | -9.31% | 7.73% | -1.30% |
| HML | -2.21% | -10.97% | 12.37% | 5.19% |
| WML | 7.42% | 16.72% | 2.24% | 13.06% |
| IML | -7.61% | -9.60% | 9.05% | 0.22% |
| Risk-Free | 1.953% | 2.67% | 7.56% | 12.00% |
| Risk Factors* | 6 months | 1 year | 5 years | Full sample |
|---|---|---|---|---|
| Rm-Rf | 51.55% | 1.14% | 13.39% | 2.32% |
| SMB | -1.31% | -9.31% | 7.73% | -1.30% |
| HML | -2.21% | -10.97% | 12.37% | 5.19% |
| WML | 7.42% | 16.72% | 2.24% | 13.06% |
| IML | -7.61% | -9.60% | 9.05% | 0.22% |
| Risk-Free | 1.953% | 2.67% | 7.56% | 12.00% |