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Risk Factors

*Annualized returns up to 09.30.2019
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 15.83% 29.12% 3.54% 1.88%
SMB -1.50% 10.34% -5.41% -1.52%
HML -2.59% 10.99% 8.47% 5.81%
WML 37.07% 0.72% 14.01% 13.06%
IML 14.58% 25.62% -3.21% -0.37%
Risk-Free 6.17% 6.11% 9.99% 12.62%