Risk Factors

*Annualized returns up to 01.30.2026
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 53.34% 14.93% -2.79% 1.33%
SMB 1.29% 25.39% 7.19% -1.69%
HML 8.55% 13.22% 18.39% 6.80%
WML 10.05% -0.26% 16.39% 14.60%
IML -13.85% -6.58% 0.72% 0.42%
Risk-Free 14.90 14.44% 11.22% 11.81%