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Risk Factors

*Annualized returns up to 09.30.2021
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -10.53% 14.27% 7.20% 1.84%
SMB 14.67% 5.73% 3.88% -1.14%
HML 3.31% 6.52% 8.36% 5.11%
WML 36.92% 24.90% 17.23% 14.01%
IML 24.49% 17.09% 9.68% 0.89%
Risk-Free 4.41% 3.17% 6.02% 11.69%