Risk Factors

*Annualized returns up to 06.30.2024
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -14.93% -2.23% -1.75% 1.19%
SMB -22.94% -15.97% -0.99% -0.98%
HML 22.52% 31.98% 18.93% 3.83%
WML 34.50% 29.45% 29.44% 10.22%
IML -22.86% -16.11% 3.37% -0.23%
Risk-Free 10.60 11.49% 8.07% 11.71%