Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -26.08% | -13.05% | -4.68% | 0.64% |
SMB | 25.24% | 1.66% | -4.37% | -0.41% |
HML | 26.50% | 12.99% | 23.32% | 4.04% |
WML | 33.54% | 19.90% | 29.65% | 10.57% |
IML | -13.28% | -11.42% | -5.15% | -0.50% |
Risk-Free | 11.61 | 11.14% | 8.94% | 11.71% |