Risk Factors

*Annualized returns up to 07.31.2024
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -2.77% -2.02% -1.72% 1.24%
SMB -1.33% -12.58% -1.07% -0.71%
HML -3.80% 22.94% 19.32% 3.63%
WML 5.33% 28.36% 30.25% 10.15%
IML -10.27% -11.94% 2.20% -0.20%
Risk-Free 10.51 11.33% 8.15% 11.71%