Risk Factors

*Annualized returns up to 02.27.2026
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 47.80% 22.49% -1.49% 1.43%
SMB -1.69% 23.62% 7.10% -1.86%
HML 9.16% 7.15% 16.96% 6.63%
WML 8.72% -0.79% 14.20% 14.61%
IML -11.73% -7.96% 0.05% 0.32%
Risk-Free 14.51 14.43% 11.41% 11.81%