Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -13.37% | -8.09% | 2.94% | 0.82% |
SMB | 11.22% | 0.77% | 1.27% | -0.30% |
HML | 37.92% | 19.68% | 24.23% | 4.11% |
WML | 19.57% | 17.66% | 29.05% | 10.32% |
IML | -7.11% | -13.28% | -2.73% | -0.54% |
Risk-Free | 11.94 | 11.34% | 9.08% | 11.71% |