Risk Factors

*Annualized returns up to 05.30.2025
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf 5.22% 1.61% 0.34% 0.96%
SMB 15.66% 20.72% 3.44% 0.13%
HML 35.72% 16.21% 24.28% 3.50%
WML -16.76% 1.01% 21.61% 9.74%
IML 13.80% -4.56% -0.56% -0.24%
Risk-Free 12.95 11.90% 9.45% 11.72%