| 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% |
| 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% |