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Risk Factors

*Annualized returns up to 03.31.2021
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 45.93% 53.70% 10.65% 2.17%
SMB -2.51% 7.39% 6.28% -1.50%
HML 9.82% -1.14% 10.11% 5.15%
WML 13.94% 25.26% 9.77% 13.49%
IML 10.13% 4.18% 10.59% 0.37%
Risk-Free 1.95% 2.17% 6.99% 11.87%