Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -12.98% | -17.06% | -6.56% | 0.65% |
SMB | 10.24% | -3.85% | -4.56% | -0.53% |
HML | -0.58% | 10.37% | 21.06% | 3.73% |
WML | 26.73% | 30.55% | 31.86% | 10.54% |
IML | -17.45% | -20.31% | -4.64% | -0.63% |
Risk-Free | 11.02 | 10.81% | 8.64% | 11.70% |