Risk Factors

*Annualized returns up to 10.31.2024
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -2.28% 5.92% -3.27% 1.02%
SMB 12.2% 1.47% -0.28% -0.45%
HML -6.48% 9.24% 18.44% 3.56%
WML 12.63% 11.03% 28.90% 10.22%
IML -15.44% -13.97% -0.06% -0.37%
Risk-Free 10.88 10.88% 8.42% 11.70%