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Risk Factors

*Annualized returns up to 08.31.2017
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%