Risk Factors

*Annualized returns up to 03.31.2025
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -13.37% -8.09% 2.94% 0.82%
SMB 11.22% 0.77% 1.27% -0.30%
HML 37.92% 19.68% 24.23% 4.11%
WML 19.57% 17.66% 29.05% 10.32%
IML -7.11% -13.28% -2.73% -0.54%
Risk-Free 11.94 11.34% 9.08% 11.71%