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Risk Factors

*Annualized returns up to 10.31.2018
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -7.74% 4.24% -1.64% 1.09%
SMB -7.69% -8.16% -10.19% -1.56%
HML 23.71% 29.45% 2.82% 5.86%
WML 2.02% 11.80% 15.08% 12.82%
IML -4.39% -8.90% -9.80% -0.44%
Risk-Free 6.47% 6.40% 10.77% 12.97%