Risk Factors

*Annualized returns up to 02.28.2025
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -26.08% -13.05% -4.68% 0.64%
SMB 25.24% 1.66% -4.37% -0.41%
HML 26.50% 12.99% 23.32% 4.04%
WML 33.54% 19.90% 29.65% 10.57%
IML -13.28% -11.42% -5.15% -0.50%
Risk-Free 11.61 11.14% 8.94% 11.71%