Month Rm SMB HML Ri Rf

0 1/1/2000 -2.290561 1.4185132 -2.08544 6.5444391 9.249

1 2/1/2000 -4.323005 -0.010544 1.2626259 -3.951369 8.2466
2 9/1/2000 -0.49767 3.803914 -6.151525 -0.113898 10.3406
3 3/1/2001 -3.651581 0.9552387 -0.360996 -4.679903 7.9551
4 4/1/2001 1.3368257 -3.223261 -0.679046 0.3990388 8.4967
5 5/1/2001 -0.183973 -1.296266 1.752474 -0.79451 7.3735
6 6/1/2001 0.56547981.1311702 -2.51407 -0.034324 7.498
7 7/1/2001 0.5824943 -1.083349 -1.057798 -0.628512 7.0418
8 8/1/2001 -0.722188 0.99547850.5160730 0.095975 7.0004
9 9/1/2001 1.5232392 -2.305424 -0.16698 2.28816 6.8348
10 10/1/2001 0.636627 -0.638762 -0.882193 -0.483389 6.8762
11 11/1/2001 -0.243132 1.2348889 -0.750821 -1.02214 6.7107
12 12/1/2001 3.54094 2.87994270.1181647 3.684093 6.5867
13 1/1/2002 0.9222749 -0.959704 1.4859502 2.374582 6.959
14 2/1/2002 -5.103883 0.00315 -2.50078 -7.762573 6.3389
15 3/1/2002 0.7474300 1.12837 -1.744846 1.36803 6.0914
16 4/1/2002 1.43363255.3827300 -6.505992 0.2102260 5.9677
17 5/1/2002 -0.213615 -0.227991 -0.443017 1.5901947 6.3802
18 6/1/2002 1.38043511.21730020.28425020.8865486 6.4215
19 7/1/2002 0.6579185 7.506256 -7.529988 0.3058767 5.803
20 10/1/2002 1.0103724 3.263863 -1.284787 0.7223606 5.7618
21 11/1/2002 0.7193172 5.596953 -4.548524 0.8108312 5.515
22 12/1/2002 0.62818290.48937670.1639422 1.397524 5.1864
23 3/1/2003 -1.836629 0.066033 -0.31758 -2.547737 5.5972
24 4/1/2003 0.401745 0.7920644 -0.982773 0.583888 5.4739
25 5/1/2003 0.7771991 1.873427 -0.733318 -1.104841 4.5717
26 6/1/2003 1.83488581.1177092 -0.299915 0.83951 4.8993
27 7/1/2003 0.05839 0.1351483 -0.974332 -1.47125 5.0223
28 8/1/2003 1.31671341.2072040 -1.511639 -1.938532 4.9403
29 9/1/2003 1.2455205 -0.243495 -0.251956 2.139769 4.6535
30 10/1/2003 2.4587829 -0.047314 -1.168022 2.0419103 4.4898
31 11/1/2003 0.9875436 -1.209841 1.188473 0.6122844 4.4489
32 12/1/2003 0.3624173 -1.81306 2.30762720.7027892 4.2037
33 1/1/2004 -2.449484 -0.159254 -1.612971 -3.416302 4.2446
34 2/1/2004 1.23408210.13176680.5368850 1.556301 4.3263
35 3/1/2004 1.206972 -0.921856 -0.214376 1.981277 4.2854
36 4/1/2004 -0.084734 1.2881416 -1.120039 -0.12478 4.3672
37 5/1/2004 -2.702163 -1.119265 -3.603061 -5.242718 4.408
38 6/1/2004 -0.183695 1.4106896 -1.41091 -1.044016 4.408
39 7/1/2004 0.7257759 -0.933822 -0.992242 -0.34599 4.4489
40 8/1/2004 0.2092496 -1.01614 0.3920817 0.04695 4.4898
41 9/1/2004 0.831235 1.138404 -2.378247 0.15996 4.6126
42 10/1/2004 -0.237674 -0.052263 0.6993011 1.888636 5.0633
43 11/1/2004 -0.159377 -2.927585 -1.055798 0.8834154 5.4477
44 12/1/2004 1.7195538 3.631073 -2.293939 2.337661 5.1595
45 1/1/2005 1.6264726 -3.144634 1.3326240 3.004727 5.2418
46 2/1/2005 1.3975964 -2.90097 -0.167135 3.775785 5.2418
47 3/1/2005 1.6157293 -0.855833 -2.655921 0.3626524 5.2006
48 4/1/2005 -1.541266 0.7911584 -0.354382 -2.877763 5.283
49 5/1/2005 0.8164003 -0.634085 0.5751469 2.146382 5.2006
50 6/1/2005 0.3749860 -0.642151 -0.204795 0.232304 5.2006
51 7/1/2005 -0.413947 -1.83537 -0.84596 0.1374153 5.4065
52 8/1/2005 0.80503490.37338041.0435093 0.053986 5.3241
53 9/1/2005 -0.00436 -0.015115 -0.189951 0.283346 5.1595
54 10/1/2005 2.42032841.5038397 -3.103038 3.3673357 5.4065
55 11/1/2005 -1.185222 1.1449977 0.551335 -0.644492 5.6951
56 12/1/2005 1.06722120.12197590.3301000 1.779661 5.6539
57 1/1/2006 0.5507624 -0.790264 -0.734024 0.159823 5.9428
58 2/1/2006 0.48908040.6197623 -2.10857 -0.384365 6.5634
59 3/1/2006 1.22616523.93830091.0641886 1.695093 6.6877
60 4/1/2006 2.00667941.32144880.6693021 2.53263 5.7776
61 5/1/2006 -2.917372 0.703076 -1.106317 -3.0207 5.7364
62 6/1/2006 3.57837420.2562084 -0.185494 3.5982436 5.7364
63 7/1/2006 0.5407816 -0.577407 -1.125245 0.078345 6.3977
64 8/1/2006 -0.540345 -0.246798 -0.97072 -0.613477 6.4391
65 9/1/2006 0.89229641.2966371 -0.715099 -0.416822 6.4391
66 10/1/2006 -0.181162 0.93852991.3357908 -0.887184 6.6048
67 11/1/2006 -0.168936 -1.736677 -1.508042 0.470179 6.6462
68 12/1/2006 0.60577601.0543428 -0.285001 0.058265 6.6462
69 1/1/2007 -0.65268 1.9491747 -1.09121 0.1337154 7.1443
70 2/1/2007 -3.346977 -0.328416 1.5518291 -3.987819 7.5186
71 3/1/2007 1.0609064 0.044832 0.1990916 1.737711 7.4769
72 4/1/2007 0.77283400.67392640.1926414 -0.557003 7.9353
73 5/1/2007 0.8736050 -0.572952 -0.682373 0.6032928 7.6851
74 6/1/2007 1.1418024 -0.289156 -0.81741 3.458564 7.2274
75 7/1/2007 1.5895403 -0.276545 -1.291126 1.483696 6.1908
76 8/1/2007 1.464188 1.60241560.6520538 1.937818 6.4805
77 9/1/2007 1.4429220 -0.846937 0.3711267 2.048867 7.0612
78 10/1/2007 1.07115 -0.926183 1.0684309 1.730064 7.1443
79 11/1/2007 2.1980899 -2.321533 -0.588714 3.051283 7.3105
80 12/1/2007 1.37254650.20103071.30818640.5148252 7.5186
81 1/1/2008 -0.758097 -0.486402 -0.267425 -0.446688 7.0196
82 2/1/2008 0.027155 1.29597710.6404571 1.326009 7.2689
83 3/1/2008 -2.309005 3.7697709 0.52244 -4.543434 7.3937
84 4/1/2008 0.3906531 0.218279 0.4672357 -1.551938 6.9366
85 5/1/2008 0.3193737 -1.481557 -0.600648 0.4229157 7.3105
86 6/1/2008 -2.371217 0.2150740 -1.31967 -2.927215 7.5602
87 7/1/2008 -0.119021 -0.3289 -1.232046 -0.742496 8.8131
88 8/1/2008 2.7371341 -2.847852 3.0997451 6.512757 9.2325
89 9/1/2008 1.3414468 -2.902019 1.17798564.2497425 9.0227
90 10/1/2008 5.4643100 -3.094439 4.6089303 5.479731 8.855
91 11/1/2008 -0.091563 -2.351864 -2.07808 0.7056797 7.3937
92 12/1/2008 0.28134880.78690060.4684829 -0.879495 6.6048
93 1/1/2009 1.5867606 -0.612058 1.9090109 1.569177 4.7074
94 2/1/2009 0.015962 1.106581 0.7629206 2.024378 4.8306
 95 3/1/2009 2.37186810.7415327 -0.612594 2.333914 4.6663
96 4/1/2009 2.2865151 -2.700677 0.2754329 4.705078 4.5022
97 5/1/2009 1.8199056 -1.308319 0.4340681 0.888767 3.1532
98 6/1/2009 -2.061025 -1.036209 -0.228056 -2.718435 3.357
99 7/1/2009 1.1474453 -0.185128 0.3946678 1.694369 3.1124
100 8/1/2009 -0.261855 0.919198 0.6465944 0.166003 3.2754
101 9/1/2009 1.1336798 -1.504592 1.7033640 3.184564 3.3978
102 10/1/2009 0.096689 0.336568 -0.215862 0.163653 3.2347
103 11/1/2009 1.5391488 0.730496 0.012322 1.431642 3.2754
104 12/1/2009 0.5605082 -0.221242 0.5623227 -0.054153 3.3162
105 1/1/2010 0.102452 1.22709411.0364031 2.483663 3.3835
106 2/1/2010 1.74800291.41520051.43238562.4629848 4.0924
107 3/1/2010 0.15734431.23074980.8271669 -0.214167 4.2153
108 4/1/2010 1.0001441 -0.049914 -0.12236 1.174474 3.9697
109 5/1/2010 0.8414807 -0.828168 -0.61271 1.300365 4.1334
110 6/1/2010 0.63086 -0.638502 0.3049924 0.642593 5.2006
111 7/1/2010 -0.336732 0.2474597 0.036217 0.064208 5.365
112 8/1/2010 -0.099039 0.1900335 -0.122001 -0.459516 5.9841
113 9/1/2010 -0.150742 -0.491806 -0.927561 0.244689 6.0668
114 10/1/2010 -0.104213 -1.664801 -0.898705 0.2473374 6.3977
115 11/1/2010 1.6799126 0.920885 -0.610759 1.862135 6.7706
116 12/1/2010 0.86176070.72336750.2543579 1.202381 6.9366
117 1/1/2011 0.4236288 -0.046135 1.1718889 2.215711 7.1027
118 2/1/2011 0.3912548 -0.725649 -0.647653 1.022261 7.1858
119 3/1/2011 0.48764 -1.078165 -1.443123 -0.847976 7.1443
120 4/1/2011 -0.637869 -0.808997 -0.043066 -2.082506 7.1443
121 5/1/2011 1.5940544 -1.360625 -0.375527 2.225091 7.8936
122 6/1/2011 0.5398242 -1.259863 -1.053997 0.7387030 8.1857
123 7/1/2011 -0.978877 1.333508 1.305792 -0.191973 8.1857
124 8/1/2011 1.5255024 -1.211456 0.6783712 2.121114 8.3946
125 9/1/2011 -0.712449 1.73908530.4550632 -2.247753 8.3946
126 10/1/2011 -0.282468 0.4492757 -0.573859 1.145725 8.4364
127 11/1/2011 -0.106162 -1.296199 -0.531471 -0.827408 8.6456
128 12/1/2011 -0.172549 1.2535823 -0.856935 -0.739744 8.6038
129 1/1/2012 2.1804972 -0.628205 1.2279458 3.162025 8.5201
130 2/1/2012 0.77379131.0249648 -0.311854 -0.066602 8.8131
131 3/1/2012 2.57596711.26493370.8505880 2.999912 9.0646
132 4/1/2012 0.9015946 0.081613 0.20614980.7874526 8.8131
133 5/1/2012 0.06577 0.4560588 -1.493912 0.320843 8.4364
134 6/1/2012 2.2833694 -0.614114 1.7174431 2.764899 8.2692
135 7/1/2012 0.4504666 0.405407 0.7497456 -0.073851 8.2692
136 8/1/2012 -0.461953 1.8238640 -0.055862 -0.71307 8.2275
137 9/1/2012 1.34532360.37928900.13571520.9543054 8.1439
138 10/1/2012 0.83159020.51332300.1549768 0.767851 8.0604
139 11/1/2012 1.27257300.3773610 0.766987 1.987907 8.1439
140 12/1/2012 0.51061420.8145600 0.019609 0.51378 8.1857
141 1/1/2013 0.6416568 -0.112548 -0.312404 1.301643 8.1022
142 2/1/2013 -1.855378 -0.682044 -2.901565 -3.551875 7.977
143 3/1/2013 1.3129623 -0.042342 0.3364331 1.602163 8.1022
144 4/1/2013 0.5532240 -1.129037 -1.964523 -0.468338 7.8519
145 5/1/2013 -1.372314 0.9678387 -0.932083 -2.533956 7.4769
146 6/1/2013 2.5558190 -0.366264 0.595436 2.893661 7.3521
147 7/1/2013 -0.221703 1.30230751.1582604 -0.199981 7.5186
148 8/1/2013 0.5967704 -0.928891 -0.266536 0.755229 10.9185
149 9/1/2013 -1.011921 1.3968822 -1.127148 -2.382357 11.2573
150 10/1/2013 1.19140450.48745090.7199470 4.152715 9.5686
151 11/1/2013 1.1987292 -0.27336 0.5250588 2.691577 8.5619
152 12/1/2013 0.34445230.31735271.28683460.5611745 8.6456
153 1/1/2014 1.4250440 -0.603003 0.7957242 1.92205 8.7293
154 2/1/2014 0.6971695 -0.688687 -1.245318 1.108929 8.9807
155 3/1/2014 0.8031341 -0.27883 -0.955032 -0.358779 9.1905
156 4/1/2014 -0.703472 -0.573822 -2.022617 -0.545107 8.9388
157 5/1/2014 0.2974030 -3.12026 -1.67057 -1.742377 8.8131
158 6/1/2014 1.69380671.37058451.9261882 2.393751 8.5201
159 7/1/2014 -0.451494 1.1396155 -0.647644 -1.237752 8.5201
160 8/1/2014 -0.286565 -1.373353 -0.900566 -0.63616 8.6456
161 9/1/2014 -0.043562 -0.925593 -0.813299 -0.358648 8.6038
162 10/1/2014 1.55474460.20620850.2084867 1.991416 8.5201
163 11/1/2014 1.37395350.67183590.2766548 4.320769 8.311
164 12/1/2014 0.5904307 -0.02841 -0.178237 0.5812704 8.2275
165 2/1/2016 -0.812153 0.6128741 -1.109327 -0.017869 7.3521
166 3/1/2016 0.42814271.9558117 -0.721726 0.1939389 7.2689
167 5/1/2016 -0.215097 0.87580271.64805301.5444399 6.8536
168 6/1/2016 1.28558760.50007240.1496522 1.225575 6.8536
169 8/1/2016 0.1156349 -0.065687 -0.055799 0.9665582 6.5634
170 9/1/2016 1.06333931.67092090.36420251.6031220 6.5634
171 11/1/2016 0.9207639 0.497403 0.19933121.5157604 6.3977
172 1/1/2017 -1.434215 -0.014334 -0.419107 -1.059709 6.1908
173 2/1/2017 0.16926120.37976710.49404900.7306687 6.1908
174 3/1/2017 0.4232872 -0.218421 1.0416866 -0.507891 6.0668
175 5/1/2017 0.46605980.81929940.10353700.3803079 6.2322
176 6/1/2017 0.5878061 0.093689 -1.258756 0.1999119 6.2735
177 7/1/2017 0.7077537 -0.473148 1.8226954 1.316431 6.3149
178 8/1/2017 0.3680102 -0.258095 0.4407668 -0.166161 6.1495
179 10/1/2017 -0.152627 -0.839351 1.1263958 -0.189644 6.0668
180 11/1/2017 -0.812836 -0.149772 -0.124262 -1.655498 6.1081
181 1/1/2018 -0.641149 -0.152963 0.7748206 -0.503678 6.2735
182 2/1/2018 -0.285816 0.7457323 -0.693369 -0.287423 6.3977
183 4/1/2018 0.7771674 0.906918 0.094729 0.6226191 6.1081
184 5/1/2018 -0.098939 -2.34512 -1.129998 0.9060946 6.2322
185 7/1/2018 1.01294880.9717446 -0.62409 -0.793048 6.4805
186 8/1/2018 0.55152900.5190309 -0.149272 0.3827338 6.7292
187 10/1/2018 1.52775110.4681887 -0.456413 1.5539730 7.1443
188 11/1/2018 0.1010096 -0.345061 -1.043823 -0.667367 6.9366
189 12/1/2018 0.26829930.5847936 -0.167031 0.7027155 6.7292
190 1/1/2019 1.09576840.14716300.4228851 1.048468 6.6462
191 2/1/2019 0.3183612 -0.379033 0.89203130.4104414 6.5634
192 4/1/2019 -0.386968 -1.129313 -0.802517 -1.89958 6.2322
193 5/1/2019 0.012914 -0.855285 0.1532502 -0.587171 6.4805
194 7/1/2019 1.0626729 -0.021644 -0.055657 1.9758745 5.9841
195 9/1/2019 -0.667357 -1.741158 -0.062523 -2.837502 5.3653
196 10/1/2019 0.6275998 -0.455153 0.59170751.3944340 5.3241
197 12/1/2019 -0.341249 0.030822 0.8778484 -0.334052 4.8901
198 1/1/2020 -0.932886 0.7511374 -2.551825 0.6237650 4.9386
199 3/1/2020 3.24679750.4791138 -0.163011 0.6901349 4.9538
200 4/1/2020 3.4862277 0.097072 1.6682141 1.394714 4.2972
201 6/1/2020 -0.320604 -1.237383 0.1454398 -0.477446 3.3501
202 7/1/2020 0.7005466 -1.428268 1.30504260.8050299 3.1426
203 8/1/2020 -3.517748 -2.016819 -0.989947 -5.097713 3.2815
204 9/1/2020 0.012774 -1.086341 -1.666244 -0.483849 3.1939
205 12/1/2020 0.044406 0.2606947 -0.432372 -0.141974 3.0473
206 3/1/2021 0.14446020.8796672 1.000577 -0.737356 3.2204
207 4/1/2021 -0.661873 0.40295180.6009163 -1.846706 3.3505
208 5/1/2021 0.7989168 -0.749776 -0.382 -0.181391 3.3346
209 6/1/2021 -0.238921 0.3769821 -0.053857 -1.105927 3.4125
210 8/1/2021 1.2694834 -0.978871 -1.047076 -0.729817 3.3815
211 9/1/2021 -0.184246 1.813053 -1.949701 -0.006549 3.2856
212 11/1/2021 -0.104309 0.1424042 -0.318304 -0.764641 3.6488
213 12/1/2021 1.3359672 0.039685 -0.03886 1.262425 3.5243
214 1/1/2022 1.4515409 -0.148714 1.3861561 1.351483 3.5594
215 2/1/2022 1.28174471.3600214 -0.940974 -0.479876 3.8838
216 3/1/2022 0.1571684 -0.320583 0.14430910.4169885 3.7448
217 5/1/2022 0.20029540.20782750.4428050 -1.323523 4.029
218 6/1/2022 -0.722763 -1.035682 -0.437556 -0.686665 4.9538
219 9/1/2022 1.3400912 -0.726534 0.3507330 3.573149 5.6287
220 10/1/2022 1.1418111 -0.088509 -0.683465 0.6611263 6.0783
221 11/1/2022 1.0544022 -0.131275 -0.607349 -0.158213 6.4702
222 1/1/2023 0.99995471.5629818 1.925767 2.042712 6.3571
223 2/1/2023 0.21565841.37279950.6988159 0.060526 6.5588
224 3/1/2023 1.1994187 -0.720787 0.25789091.3661538 6.9391
225 5/1/2023 0.15941411.8539174 -2.026876 -0.053567 6.8984
226 6/1/2023 0.6664293 -0.681262 0.5043218 1.421864 6.7545
227 7/1/2023 0.7980666 -0.153694 1.24012890.5983684 6.72
228 8/1/2023 -0.696109 0.022076 -0.052723 -0.690311 6.7188
229 10/1/2023 0.041943 0.3010643 -0.041638 -0.251872 6.864
230 11/1/2023 0.748078 0.7806383 -0.497061 -0.454553 6.9325
231 1/1/2024 1.1239790 -0.163667 0.24349661.8474548 6.9378
232 2/1/2024 0.68376381.14729170.52870550.7028508 7.0147
233 4/1/2024 0.28742670.21954370.40661220.6233095 6.8768
234 5/1/2024 0.2970243 -0.532513 -0.215079 0.755801 6.9972
235 7/1/2024 0.5067588 0.064467 -0.455419 -0.259943 6.781
236 9/1/2024 -0.948544 -0.274411 -0.074073 -0.994036 6.6301
237 10/1/2024 -0.354673 0.39144240.2708916 -0.76777 6.4739
238 12/1/2024 0.006662 0.413115 0.9934427 -0.157654 6.4287