Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -14.93% | -2.23% | -1.75% | 1.19% |
SMB | -22.94% | -15.97% | -0.99% | -0.98% |
HML | 22.52% | 31.98% | 18.93% | 3.83% |
WML | 34.50% | 29.45% | 29.44% | 10.22% |
IML | -22.86% | -16.11% | 3.37% | -0.23% |
Risk-Free | 10.60 | 11.49% | 8.07% | 11.71% |