Risk Factors

*Annualized returns up to 04.30.2024
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 17.19% 11.23% -0.82% 1.24%
SMB -12.33% -1.44% 0.59% -0.82%
HML 23.75% 42.86% 19.39% 3.82%
WML 9.43% 7.25% 29.81% 11.57%
IML -12.41% -6.51% 5.26% 0.08%
Risk-Free 10.87 12.13% 7.94% 11.72%