Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -14.00% | -12.24% | -5.09% | 0.47% |
SMB | 57.23% | 28.83% | 5.92% | -1.64% |
HML | 17.93% | 14.22% | 16.71% | 6.78% |
WML | -9.75% | 1.24% | 16.27% | 14.69% |
IML | 1.73% | 1.95% | 2.46% | 0.74% |
Risk-Free | 13.99 | 12.65% | 9.89% | 11.75% |