Risk Factors* | 6 months | 1 year | 5 years | Full sample |
---|---|---|---|---|
Rm-Rf | -2.77% | -2.02% | -1.72% | 1.24% |
SMB | -1.33% | -12.58% | -1.07% | -0.71% |
HML | -3.80% | 22.94% | 19.32% | 3.63% |
WML | 5.33% | 28.36% | 30.25% | 10.15% |
IML | -10.27% | -11.94% | 2.20% | -0.20% |
Risk-Free | 10.51 | 11.33% | 8.15% | 11.71% |