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Risk Factors

*Annualized returns up to 04.30.2020
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -41.90% -17.41% -1.24% 0.46%
SMB -9.90% -1.43% 1.38% -1.67%
HML -18.23% -11.88% 7.69% 5.08%
WML 13.43% 26.16% 10.43% 13.21%
IML 8.39% 15.14% 4.33% 0.14%
Risk-Free 3.95% 4.99% 9.12% 12.36%