Risk Factors

*Annualized returns up to 01.31.2025
Risk Factors* 6 months 1 year 5 years Full sample
Rm-Rf -10.43% -9.20% -5.63% 0.80%
SMB 5.37% 5.15% -4.57% -0.39%
HML 17.20% 6.20% 21.25% 3.82%
WML 30.39% 17.45% 29.64% 10.52%
IML -14.62% -12.60% -5.56% -0.52%
Risk-Free 11.33 10.92% 8.78% 11.70%